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No, investing isn't all about optimising for sharpe ratios. For individual investors sometimes you do want a higher CAGR even at a worse risk adjusted return.
by dannyw 5y ago
No, investing isn't all about optimising for sharpe ratios. For individual investors sometimes you do want a higher CAGR even at a worse risk adjusted return.
- User23 5y agoYou’re not wrong, but that reduces to sometimes you want to win the lottery. Sure, that’s great if it happens for you.