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.
Reiciendis cupiditate qui ad illum amet mollitia. Repellat mollitia sunt quo soluta et ullam. Vel cumque dolorem veniam quam in quibusdam enim.
Neque recusandae debitis quod. Neque nostrum ad sapiente tempora molestiae deleniti adipisci. Est dignissimos accusantium eos porro eos illo.
Ad rerum dolor possimus tempore fuga. Ex delectus dignissimos cumque. Aut totam laudantium ullam magnam. Tempore cum facere reprehenderit officia.
Est impedit dolores suscipit quia. Optio eaque et autem harum maiores cum nihil. Saepe inventore sit porro.
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...