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All,
I am struggling to program the Sharpe Ratio in AFL for use in mutual
funds. I hate to reinvent the wheel. Has anyone attempted this task
and would you share the AFL code with me?
(Fund annualized Return - Low Risk Return's annualized Return) /
(Fund annualized Standard Deviation - Low Risk return's annualized
Standard Deviation)
It looked simple to me when I started....
Thanks,
...Allen
PS; I am new to AB, as you can tell.
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