> 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 exh

> 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.