Dollar weighted Sharpe ratio - make sense?
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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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