Monthly Archives: July 2013

Update No. 123 – 28/07/13

Sharpe ratio is a calculation widely used in the fund management industry to measure ‘risk’. I have linked to a spread-sheet I set-up this week that sets out our Sharpe ratios 9-ways. In each of ‘weekly’, ‘monthly’ and ‘annually’ I compare EGP’s performance to the market (ASX200TR), EGP’s performance to a ‘risk-free rate’ (I have […]