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> You really don’t know what you are saying. There's no need for the aggressive tone. > Sharpe isn’t changed by leveraging. Indeed, volatility is, however.
by maest 7y ago
> You really don’t know what you are saying.
There's no need for the aggressive tone.
> Sharpe isn’t changed by leveraging.
Indeed, volatility is, however.
- smabie 7y agoA change in volatility implies a change in Sharpe due to volatility drag. This only applies if you are compounding the returns though.