just in case anyone else is also curious,

來源: 於 2012-05-18 07:43:32 [舊帖] [給我悄悄話] 本文已被閱讀：次

long term Sharpe ratio of S&P 500 index is about 0.5.  By saying that, Sharpe ratio could vary dramatically based on the market condition, like last August.