Dollar weighted Sharpe ratio - make sense?

Financial Planning - Financial planning in general. (Moderated) 

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Subject Author Date
Dollar weighted Sharpe ratio - make sense? The Guy 12-28-2006
Posted by The Guy on December 28, 2006, 1:56 pm
Does a dollar weighted Sharpe ratio calculated for a portfolio of mutual
funds make sense for a point in time? The Sharpe ratio for each fund
would be used in the weighting.

TIA
--
The Guy


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