3 ms·
Not really appropriate to compare a market neutral product's Sharpe with the S&P. That said, Bridgewater hasn't done that great for awhile.
by smabie 4y ago
Not really appropriate to compare a market neutral product's Sharpe with the S&P.
That said, Bridgewater hasn't done that great for awhile.
- Galanwe 4y ago> Not really appropriate to compare a market neutral product's Sharpe with the S&P Why? I tend to find it okay to compare Sharpes so long that the returns exhibit a somewhat close distribution. I would expect both the S&P and an equity market neutral L/S to have normally distributed returns.