4 ms·
The two graphs have visibly quite different volatilities. A number like 20% is not meaningful unless you also somehow state the risk, eg in terms of volatility
by conformist 3y ago
The two graphs have visibly quite different volatilities. A number like 20% is not meaningful unless you also somehow state the risk, eg in terms of volatility or beta or other measures.
- paulpauper 3y ago3 years is not far enough to draw any meaningful conclusion and it abruptly ends in early 2023.
- hhmc 3y ago3 years is plenty if the sharpe is high enough (it probably isn’t, but GP’s comment about volatility of returns is important here)