Where can i get a return of 10% given sharp ratio of 0.75 any ideas?

Assuming you are trading a portfolio for a time frame of 10 to 120 days. Any average pairs trading or other some statistical arb trading model should give you the chance of making around 10% with that kind of sharpe ratio in a year.

Is the Sharpe ratio a good performance measure in this situation (i.e. non buy and hold strategy)

A few ideas:1.) Avoid posting the same question in multiple forums, otherwise we will trace your trades and ensure your returns are negative 2.) Try the BXM or BXD index, or the strategies they replicate. There is also a DTI index you might consider.3.) Sell deeply out of the money options naked against cash invested in T-bills4.) Buy a portfolio of sovereign debt yielding 11-12% and hope for the best.5.) If a tailored solution suits you, call several structured note desks and ask them for products designed around these parameters; that's what we do all day.SPAAGG, the Sharpe ratio is not really a practical performance measure, IMHO, but like Black-Scholes, useful to help you think about risk/return...

QuoteOriginally posted by: SPAAGGIs the Sharpe ratio a good performance measure in this situation (i.e. non buy and hold strategy)No, it's not enough just by itself,Personally I don't just look at the Sharpe ratio and make a decision. Because it has bias towards few things you can search the forums and find many topics on it. However it's a good tool if you use it by realizing its weaknesses.Look for Sortino, Treynor, Johansen and alike ratios. Few weeks back Erstwhile suggested a site (www.financedevelopmentcentre.com) for measuring performance in a much efficient way than the ratios we are talking here. If you use all available information it gives enough of a clear picture.This is my personnel opinion; stay away from structured products unless you understand them very well otherwise you will get screwed big time. I know some banks here make a lot of money from huge spreads. Even they sell products that they can’t price because they are matching it with other customers and making huge spreads just because their clients don’t realize how much money they are giving away.