Sharpe Ratio in Model Portfolio
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Conor MacNeil
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complete
This has been fixed. Please refresh your browser and/or re-save the portfolio.
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Lava red Stork
I still have not received an update on why the Quantitative Risk measures are still wrong in the portfolios. Sharpe, Sortino etc are still incorrect...
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Andrew Yablonskyi
Lava red Stork: We’ve released an update, and the Sharpe Ratio calculation should now be correct. If anything still doesn't look right - please let us know.
Conor MacNeil
Merged in a post:
Sharpe Ratios Appear Very Low
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Isolated Cricket
All funds appear to have Sharpe Ratios of 0.00-0.04. This has been the case for the past week or so.
Conor MacNeil
marked this post as
under review
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Tetiana Afanasieva
Hi! Thanks for writing . Can you please share the model portfolio name ?
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Lava red Stork
Tetiana Afanasieva - I have 2 portfolios and they are stitched into one master portfolio. 1) Opalescent Fundamental Left 2) Opalescent Thematic Right then both roll up to Opalescent Barbell Composite Fund. All 3 have quant risk metrics that have changed drastically.
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Lava red Stork
Tetiana Afanasieva - I also see that the benchmark SPY index shows a Sharpe ratio of 0.06 which is of course not accurate. I'm questioning all of the quantitative risk metrics that are displayed. they seemed to be fine a few days ago.
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Lava red Stork
In fact, I see that the Sharpe Ratio of the SPY index benchmark is also not correct. It's showing 0.06 in the model portfolio when it should be in the range of 0.70