Making sense of negative Sharpe ratios

Making sense of negative Sharpe ratios

I’m teaching an in-house Fundamentals of Performance class this week in Canada, and, as usual, we touch upon the Sharpe ratio, and how negative Sharpe ratios can produce results which appear inconsistent with our expectations.To help try to communicate...
Controlling risks when we can

Controlling risks when we can

This past Saturday, my wife and I were driving to a wedding in Hope, NJ, which is about 75 minutes from our home. As you may have heard, New Jersey, as much of the Northeast, received a rare and rather nasty snowstorm. We didn’t know what we were in for.After...

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