Sharpe ratio
TopicHeard in 1 episode across 1 show since Oct 2026
A financial performance metric that measures risk-adjusted return by comparing an investment’s excess return with its volatility.
Episodes
First heard
Expert statements
Episodes per month
Public PodLume episodes featuring it, over the last year.
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| Month | Episodes |
|---|---|
| Dec 2025 | 0 |
| Jan 2026 | 0 |
| Feb 2026 | 0 |
| Mar 2026 | 0 |
| Apr 2026 | 0 |
| May 2026 | 0 |
| Jun 2026 | 0 |
| Jul 2026 | 0 |
| Aug 2026 | 0 |
| Sep 2026 | 0 |
| Oct 2026 | 1 |
| Nov 2026 | 0 |
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What experts have said about Sharpe ratio
3 statements · 1 positive · 2 negative
An apparent 1.5 Sharpe ratio may represent only approximately 0.7 after adjustment.
“After a long process, it says it's 1.5. Well, after doing this for many, many years, we know that even at the end of that process, that's probably 0.7, not 1.5.”
Open the episode · TTU154: Why Trend Following Isn't Crash Insurance ft. Philippe JordanListen at 17:25
Basso considers the Sharpe ratio an unhelpful performance measure.
“I don't think that's a useful measurement of anything”
Open the episode · How Market Wizard Caps Risk And Neutralizes DrawdownsListen at 22:33
Halving risk substantially improves the return-to-risk ratio.
“if you could cut your risk in half, for instance, you're going to really jack up your return-to-risk ratio.”
Open the episode · How Market Wizard Caps Risk And Neutralizes DrawdownsListen at 27:36
Statements are attributed to the speaker as said on the episode and reflect their view at the time, not PodLume's. They are not advice.
Episodes
1 episode featuring Sharpe ratio, newest first