2 ms·
According to the book, they were running a SR of 2 through the 90s and early 2000s. After overhauling their strategies, they started running a SR of around 7! I
by smabie 7y ago
According to the book, they were running a SR of 2 through the 90s and early 2000s. After overhauling their strategies, they started running a SR of around 7! I’m not sure where you can get information about other funds besides finding articles in BB or WSJ, but the HFRI Index publishes return information for different classes of funds. Regardless, I don’t think you’re going to be able to access SR unless you’re an investor or work at a portfolio analytics company.