what does -1.67% sharp ratio mean? and According to this Sharpe Ratio are you a good, average,...

Question

Question

what does -1.67% sharp ratio mean? and According to this Sharpe Ratio are you a good, average, or poor portfolio manager?

business finance

Answer 1

Answer #1

Sharpe Ratio = [ Expected Ret - Rf ] / Beta

We are providing -ve Return for unit of Risk taken.

This means Manager is performing poor.

Answer 2

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