Jack Schwager Chief Research Officer
Wed, Nov 6, 2019 12:00 PM – 1:00 PM EST
- Why return when used alone is not a meaningful statistic.
- The major drawback to the Sharpe ratio.
- Why the Sortino ratio could be a better metric and why it is typically miscalculated.
- The Gain to Pain ratio as a simple but highly informative return/risk measure.
- Performance Analysis Charts
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