Cheese 1,374 posts msg #153385 - Ignore Cheese |
8/3/2020 1:24:07 PM
Gene,
You've been at this for at least 15 years no, so you are the expert.
Even four did not want to tackle your questions back then.
Your filter display did highlight some interesting comparisons,
so thank you for sharing.
I checked Investopedia and a meaningful comparison would include
both risk measures.
https://www.investopedia.com/terms/r/riskadjustedreturn.asp
Kevin's tool uses both Sharpe Ratio, which is based on standard deviation
and Treynor Ratio, which is based on beta
https://www.stockfetcher.com/forums/Filter-Exchange/PORTFOLIO-SELECTION-AND-MANAGEMENT-USING-RISK-REWARD-RATIOS/91296
Gene, since you've invested so much time and efforts into this,
could you please tell us how we can benefit from your research?
Thank you.
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