Sharpe Sweet Spot

October 23, 2014

I like reading Niels Jensen’s Absolute Return letter.  He’s been absent for awhile due to a bike accident (get better Niels!), and below is his October piece.  I have seen the below chart with real returns but never Sharpe Ratio – there are a couple other great charts in there too…

Below is a chart then the download:

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Download

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