For the first time, I had a chance to look at risk measures as a prop trading firm was requesting the information prior to considering me as a candidate for their trading program. Here is the summary for last 12 months: Sharpe Ratio: 3.52 Sortino Ratio: 4.98 Calmar Ratio: 17.96 My question is, am I taking too much risk in order to generate an above-the-average return? I really appreciate your input. Thanks,
Surely it’s relative – depends how much risk their business model dictates that they can take. You could ask them?