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example for my previous question

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jorge cogno
jorge cogno 2024-2-18
关闭： Rik 2024-2-18
From data obtained by Matlab's Report: (data points=714, RiskFreerate=0) Total Return=2.1805, Volatility=0.019575. Reported Sharpe Ratio is 0.092, (2,1805/714)/0.019575=0.156. What am I doing wrong?
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Rik
Rik 2024-2-18
If this is related to your previous question, why didn't you post it there?

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