I think you need to ask for you money back, no offense...

If High RET were leveraged 2x or 3x you would get a margin call in July 2019, because leverage also multiplies drawdown. The point of high SR is you can use leverage to achieve higher returns with lower downside risk.

The ratio of risk to return (sharpe) remains constant while the return increases. So yes. Volatility increases proportionally. Look up Markowitz frontier if you want to learn about how investors choose between different “non-dominated” risk/return options. Some people might rationally chose an asset / portfolio with r = 10% @ vol = 5%, as opposed to r = 20% @ vol = 10%. It’s a trade-off between risk and return. But generally it’s irrational to take r = 9% @ vol = 5% over r = 20% @ vol = 10%. Since, one could just 0.5 lever the latter strategy to achieve 10%/5%. & vice versa. It allows you to trivially dominate some other portfolios

If you had two assets / portfolios, one with r = 10%, vol = 5%. The second has r = 19%, vol = 10%. Would be irrational to take the second, cuz you could just 2x lever the first one to achieve r = 20%, vol = 10%

Obviously there are borrowing costs to consider, so not a perfect 2x of returns / risk

Unfortunately its theory and has nothing to do with the reality. For example you buy a great company wich growths and makes profit every year. Obviously this stock will outpeform the market and your return will be around 10% or even more per year. So know my questions is, is this a risky investment? I say its not, the risk mainly depends on the fundamentals of the company and not how volatil a stick is. Of course when the stock rises in one year 30% and the fundamentals of the companys is still the same then its risky to invest, but not because the rent is higer its because there is a missmatch between stock price and the fundamentals of the company. I hope this helps to understand that risk and rent is not in colleration.

​@@jst9090 You're wrong. We are talking about diversified portfolios / strategies and not individual assets. I.E. Idio risk is already gone. Maybe some style/industry tilt. But individual company risk shouldn't be relevant. The best way to model forward volatility is by observing historical volatility, or by observing the price of derivative products.

Because you are multiplying by a factor that affects the terms inside the root, so it’s the same to multiply inside the root or to multiply by square root of 252

😂