|
PureBytes Links
Trading Reference Links
|
In a message dated 6/1/00 11:25:07 AM Eastern Daylight Time,
prosys@xxxxxxxxxxxxxxxx writes:
<< I noticed that one of the net's largest hedgefund sites
www.hedgefund.net is using Sharpe to rank the managers.
They are using MONTHLY data for this. Why can't monthly or
even weekly returns be used as a proxy for this measure ? >>
They can. www.hedgefund.net simply uses monthly numbers since
their clients are used to comparing funds using monthly and annual data.
Ken
|