Sharpe Week: The Sharpe Ratio Broke Investors’ Brains
By Richard Wiggins, CAIA, CFA. I'm currently OPEN-TO-WORK .
We’ve become the tool of our tool, and even Bill Sharpe wouldn’t like it.
Can we talk?
When Bobby Axelrod on the hit show Billions went to an institutional investor to raise funds for Axe Capital, the investor brought up a problem: “My people have a few questions. Your Sharpe ratio’s very low.”
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