Love this video. I am an aspiring portfolio manager, and just learned something I can add to my arsenal
@drek273 Жыл бұрын
hey im an aspiring portfolio manager as well. Maybe we can bounce ideas off eachoter and get in contact? im not a bot btw lol
@sobmarka9 ай бұрын
Hi may I ask why stdev is ^0,5? Thank you very much!
@RonaldMoy9 ай бұрын
Where in the video did I use .5?
@sobmarka9 ай бұрын
@@RonaldMoy thank you for reply. You are using it in counting standard deviation of variations. Simply when you are counting standard deviation, before sharpe
@sobmarka9 ай бұрын
@@RonaldMoyit is in 15:45 thank you very much. This is only thing i dont understand there
@RonaldMoy9 ай бұрын
We are computing the variance so the ^.5 is taking the square root of the variance to get the std dev. (raising to the 1/2 power)@@sobmarka
@sobmarka9 ай бұрын
@@RonaldMoy thank you so much, so id I understand well, it is constant. Is that?
@KinhuCancio Жыл бұрын
Just one comment: You are dividing the expected *monthly return* by the annual risk free rate?
@hmaheesh Жыл бұрын
Had the same concern.
@elihabielhoussaine68307 ай бұрын
You fixed weights randomy or it has a rule
@David-kg2bu8 ай бұрын
When including dividend producing stocks/index funds is it simply a matter of painstakingly, manually making the adjustments - including the flow though effects?
@michaelmorris57587 ай бұрын
Thats why you use the adjusted close
@da0ud2 ай бұрын
Sharpe ratio formula is wrong. Risk free rate is annualized. Your expected return and std dev are monthly.
@user-gj2er5vy3i2 ай бұрын
This is incorrect - you cant take monthly stock returns and annual RF rate