Sharpe ratio not calculating

Sharpe ratio not calculating properly.
Attachments
sharpe.jpg
(345.12 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

j
#1

jmtc1230

23.05.2018 13:37

Task created

MF
#2

Mark Fric

24.05.2018 09:22

Status changed from New to Confirmed

MF
#3

Mark Fric

27.05.2018 21:51

Status changed from Confirmed to Fixed

fixed, Sharpe ratio formula was completely refactored. Now it counts also with 5% yearly return as a benchmark.

Votes: 0

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