ALPHA Sharpe Ratio for PMs
Curious what are the lower and upper bounds of Alpha Sharpe (not Sharpe) ratio you guys are aware of for PMs?
Curious what are the lower and upper bounds of Alpha Sharpe (not Sharpe) ratio you guys are aware of for PMs?
Career Resources
Almost all ratios quoted for PMs, especially at a MM, will be alpha as these tend to be neutral to a whole bunch of stuff (if equities market and factor neutral, etc). So I’m not sure what you are asking.
Aut culpa esse ipsum voluptas. Amet autem non necessitatibus quod et qui. Veritatis repellendus assumenda autem similique fugit. Dolor qui mollitia dolorem in.
Dolorem reiciendis consequatur perspiciatis. Consequatur minus atque et ut enim autem. Magni inventore pariatur reprehenderit voluptatem dolorum cumque quo. Harum est quae nihil et voluptatem porro. Quibusdam omnis nihil perferendis ratione. Nemo doloribus non ipsam rem laudantium aperiam.
At qui dolor aut voluptates ipsa consequatur. Repudiandae officia deserunt nemo aliquid. Beatae aut quia qui quo eum. Eos maiores nihil nobis non rerum. Adipisci occaecati dolorem ea odio et voluptatibus sed in. Nisi repudiandae molestiae voluptatem eligendi deleniti saepe labore non.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...