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Re: Sharpe Ratio of Mutual Funds & Trading Systems



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At 8:26 PM -0600 9/20/00, Marlowe Cassetti wrote:

>Great post and research.  I did a similar scan of the Weisenberger database
>and observed like results.  What time frame did you use ...  three years or
>ten years?  The results do depend on the time span.

It was whatever MorningStar uses. It was not too apparent from the site.

Bob Fulks