Sharpe Ratio
17Dec

Goldman Gives Hedge Funds Advice On Sharpe Ratio Portfolio

Goldman Sachs thinks considering the top stocks based on its Sharpe ratio portfolio could help their hedge fund clients in making appropriate decisions, a recent Kickstart strategy report dated December 12 said.

If it were ranked, the Goldman Sharpe Ratio portfolio would be the 82 percentile of absolute returns of the 200 largest large-cap core mutual funds, up 12 percent year to date.

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Author

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.

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