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I sent some data to Bob Fulks and asked him to do an example spreadsheet
that shows the correct application of the Sharpe ratio, which he graciously
did. I've posted it at www.traders2traders.com for future reference. You can
grab it from this link:
www.traders2traders.com/papers/SharpeRatioExample.xls or search for Sharpe
ratio at the site.
Colin West
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