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Re: Sharpe & K-Ratio - requisite time-frame



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> Why can't monthly or even weekly returns be used as a proxy for this
> important measure ?

They can. Or even daily. Bob Fulks posted some nice Sharpe code. You
have to annualize the numbers. For the standard deviation calc, multiply
the stddev by squareroot(periods per year) to annualize it.

-- 
  Dennis