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by Penny
August 27th, 2004, 11:37 am
Forum: Student Forum
Topic: Annualizing Ex-Post Sharpe Ratio
Replies: 3
Views: 179991

Annualizing Ex-Post Sharpe Ratio

<t>Hi,I guess that this is a question with a simple answer, although I'm having trouble finding it. I'm caluculating Ex-post Sharpe Ratios for stock returns. I would like to calculate monthly sharpe ratios and then annualize the result for better comparision. My monthly Sharpe is calculated on daily...