Can I keep my Sharpe ratio higher then 3 for a second year??

Discussion in 'Journals' started by macintash, Jan 3, 2013.

  1. I didn't explain myself well.. see above post.
     
    #71     Dec 26, 2013
  2. newwurldmn

    newwurldmn

    Okay. That makes more sense. Good job.
     
    #72     Dec 26, 2013
  3. Sharpe fell a bit to 2.83. The chance to close above 3 does not look very promising, only 2 trading days left. Will see.
     
    #73     Dec 28, 2013
  4. Year finished, Sharpe is 2.89.

    For next yr hope to have sharpe of 3.5, as well as higher monthly return. Will see
     
    #74     Dec 31, 2013
  5. Surprise

    Surprise

    What about max DD ?
     
    #75     Apr 3, 2014
  6. Jgills

    Jgills

    mac - how are things going with keeping the high sharpe? this year has been dry of opportunity until recently, for me atleast.
     
    #76     Aug 28, 2015