Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Percent return in Sharpe calc, Strategy Analyzer

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Percent return in Sharpe calc, Strategy Analyzer



    Sharpe is generally done in percent return. How is this calculated in the Strategy Analyzer? Under Summary, there is a Total net profit and other values in dollars. How is this converted to percent return for the Sharpe calculation? If it's not converted to percent return, what is the exact calculation?

    The above link shows

    (Profit per Month – risk free Rate of Return) / standard deviation of monthly profits

    It's not clear how the 'Profit per Month' is converted to percent return.

    Could someone explain?

    Thanks much!






    #2
    Please disregard and thank you. I got it

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by NullPointStrategies, Today, 05:17 AM
    0 responses
    44 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    124 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    65 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    42 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    46 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X