← Sharpe ratio
What podcasts say about Sharpe ratio
Every statement, with the speaker, the exact quote and the moment it was said.
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.