just in case anyone else is also curious,

來源: Jeepster 於 2012-05-18 07:43:32 [] [舊帖] [給我悄悄話] 本文已被閱讀： 次 (182 bytes)
回答: Sharpe Ratio 是 6.7. 由 trendspike 於 2012-05-18 06:54:25

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.

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