Sharpe ratio: Revision history

30 December 2024

• curprev 07:4607:46, 30 December 2024 OAbot talk contribs m 17,655 bytes +65 Open access bot: hdl updated in citation with #oabot. undo

19 December 2024

• curprev 03:0303:03, 19 December 2024 Sodium hypobromite talk contribs 17,590 bytes +218 →References: Replaced draft paper with published version and updated data to reflect that undo Tag: Visual edit

7 December 2024

• curprev 00:2500:25, 7 December 2024 Tony1 talk contribs m 17,372 bytes +39 Script-assisted style fixes, script-assisted date audit and style fixes per MOS:NUM undo

7 November 2024

• curprev 19:3619:36, 7 November 2024 Ndh1979 talk contribs 17,333 bytes 0 →History undo Tags: Mobile edit Mobile web edit

8 September 2024

• curprev 22:5122:51, 8 September 2024 OlliverWithDoubleL talk contribs 17,333 bytes +76 short description, links undo Tags: Mobile edit Mobile app edit iOS app edit App section source

20 August 2024

• curprev 20:4620:46, 20 August 2024 18.29.57.104 talk 17,257 bytes −1 →History undo

30 June 2024

• curprev 20:0120:01, 30 June 2024 Warrensmythe talk contribs 17,258 bytes −146 Removed duplicate undo Tag: Visual edit

28 January 2024

• curprev 12:2412:24, 28 January 2024 Mihail-Misha talk contribs m 17,404 bytes −367 correction and unclear paragraph dropped undo

15 January 2024

• curprev 11:5211:52, 15 January 2024 Kku talk contribs m 17,771 bytes +25 link volatility undo

23 December 2023

• curprev 16:0216:02, 23 December 2023 Kvng talk contribs 17,746 bytes −116 Reverted good faith edits by Mihail-Misha (talk): Needs a source undo Tags: Twinkle Undo

19 December 2023

• curprev 17:1817:18, 19 December 2023 Mihail-Misha talk contribs m 17,862 bytes +116 sharpe=snr undo Tag: Reverted

6 November 2023

• curprev 20:2320:23, 6 November 2023 85.148.95.245 talk 17,746 bytes −21 →History: Cannot have 'recently' and 'often' in same sentence undo
• curprev 20:2120:21, 6 November 2023 85.148.95.245 talk 17,767 bytes −68 →Examples: Cleanup (still needs work) undo

18 October 2023

• curprev 14:5414:54, 18 October 2023 Mihail-Misha talk contribs 17,835 bytes +532 fixed the mistake that Sharpe ratio is a dimensionless quantity undo

28 September 2023

• curprev 19:1119:11, 28 September 2023 167.248.20.171 talk 17,303 bytes +793 Correcting widespread but erroneous statements online regarding interpretation of sharpe ratios. undo

13 August 2023

• curprev 13:2913:29, 13 August 2023 OAbot talk contribs m 16,510 bytes +20 Open access bot: doi added to citation with #oabot. undo

20 July 2023

• curprev 17:0617:06, 20 July 2023 Citation bot talk contribs 16,490 bytes +41 Add: jstor, doi, authors 1-1. Removed parameters. Some additions/deletions were parameter name changes. | Use this bot. Report bugs. | Suggested by BOZ | Linked from User:BOZ/sandbox-temp | #UCB_webform_linked 23/34 undo

8 May 2023

• curprev 16:5716:57, 8 May 2023 2601:645:4200:12c0:64a9:416f:d119:5ce6 talk 16,449 bytes 0 →Drawback as fund selection criteria: spell reference author correctly. undo
• curprev 16:5616:56, 8 May 2023 2601:645:4200:12c0:64a9:416f:d119:5ce6 talk 16,449 bytes 0 Move uncited "references" to "further reading" to look more consistent. undo

13 April 2023

• curprev 04:5204:52, 13 April 2023 69.181.183.152 talk 16,449 bytes +112 →Further reading: add reference to monograph on the topic. undo

10 March 2023

• curprev 13:3213:32, 10 March 2023 7.tyes.fui talk contribs 16,337 bytes +289 No edit summary undo Tag: Visual edit

7 February 2023

• curprev 04:2804:28, 7 February 2023 Noah Van Horne talk contribs m 16,048 bytes −1 →Strengths and weaknesses undo

23 January 2023

• curprev 13:4313:43, 23 January 2023 ElectricRay talk contribs 16,049 bytes −4 changed statement about normal distributions. See Talk. undo

28 October 2022

• curprev 20:1020:10, 28 October 2022 85.148.95.245 talk 16,053 bytes −20 →Strengths and weaknesses: Remove duplicate reference undo
• curprev 17:5817:58, 28 October 2022 Citation bot talk contribs 16,073 bytes +59 Add: date, s2cid, authors 1-1. Removed parameters. Some additions/deletions were parameter name changes. | Use this bot. Report bugs. | Suggested by Whoop whoop pull up | #UCB_webform 52/69 undo

6 October 2022

• curprev 15:2115:21, 6 October 2022 Ganisario talk contribs m 16,014 bytes −6 No edit summary undo

31 July 2022

• curprev 21:3821:38, 31 July 2022 Stephenamills talk contribs m 16,020 bytes +26 →Use in finance: Added tag to disambiguate a sentence undo Tag: Visual edit

13 March 2022

• curprev 21:5721:57, 13 March 2022 BrownHairedGirl talk contribs 15,994 bytes +26 tag with {{Bare URL PDF}} undo Tag: AWB

15 February 2022

• curprev 08:4108:41, 15 February 2022 Biggerj1 talk contribs 15,968 bytes +137 →Further reading undo

6 February 2022

• curprev 16:4216:42, 6 February 2022 Qwerfjkl (bot) talk contribs m 15,831 bytes 0 Capitalising short description "finance term" per WP:SDFORMAT (via Bandersnatch) undo

9 December 2021

• curprev 16:5116:51, 9 December 2021 194.61.223.68 talk 15,831 bytes +29 →External links: Category undo

22 November 2021

• curprev 11:4711:47, 22 November 2021 Servalo talk contribs 15,802 bytes −23 →Strengths and weaknesses: Broadened discussion of bias ratio to include AR(1), linked to pages, and removed citation request because it is given on those pages. Reformatted block quote as normal text undo
• curprev 11:2811:28, 22 November 2021 Servalo talk contribs 15,825 bytes +10 →Strengths and weaknesses: Provided a link to utility functions to address one citation needed undo
• curprev 11:1811:18, 22 November 2021 Servalo talk contribs 15,815 bytes −784 Cleaned up definition and use in finance sections, and added link to tail risk to explain limitations of SD as a risk measure undo

8 November 2021

• curprev 01:2101:21, 8 November 2021 Eric Yurken talk contribs 16,599 bytes 0 →Use in finance undo
• curprev 01:2001:20, 8 November 2021 Eric Yurken talk contribs 16,599 bytes 0 →Use in finance undo

6 September 2021

• curprev 20:3620:36, 6 September 2021 143.178.155.125 talk 16,599 bytes +16 →Drawback as fund selection criteria undo

20 April 2021

• curprev 17:2817:28, 20 April 2021 72.195.234.96 talk 16,583 bytes −799 the second example shown was simply incorrect... it computed returns in excess of the market rather than in excess of a risk free asset undo

26 March 2021

• curprev 04:4904:49, 26 March 2021 Revirvlkodlaku talk contribs 17,382 bytes +35 →Sharpe ratio undo Tags: Mobile edit Mobile app edit Android app edit

20 January 2021

• curprev 15:1315:13, 20 January 2021 Monkbot talk contribs m 17,347 bytes +2 Task 18 (cosmetic): eval 14 templates: hyphenate params (2×); undo Tag: AWB

10 December 2020

• curprev 11:3311:33, 10 December 2020 213.100.193.25 talk 17,345 bytes +8 →Examples: For the Example 3 to be correct, it should be the standard deviation and not variance, as std = sqrt(var), otherwise the example answer should be (0.12 - 0.05) / \sqrt(0.1) = 0.221359436 undo

4 December 2020

• curprev 00:2600:26, 4 December 2020 Monkbot talk contribs m 17,337 bytes −49 Task 18 (cosmetic): eval 14 templates: del empty params (7×); undo Tag: AWB

16 November 2020

• curprev 06:1406:14, 16 November 2020 Benjaminikuta talk contribs m 17,386 bytes −2 →Use in finance undo Tag: Visual edit

10 August 2020

• curprev 05:3405:34, 10 August 2020 Aaronlai23 talk contribs m 17,388 bytes −148 edit citation undo Tag: Visual edit

9 August 2020

• curprev 04:3804:38, 9 August 2020 Aaronlai23 talk contribs 17,536 bytes +530 More information about defination of sharp ratio undo Tag: Visual edit

23 July 2020

• curprev 01:5101:51, 23 July 2020 Bender the Bot talk contribs m 17,006 bytes −23 HTTP → HTTPS for SSRN undo Tag: AWB

19 June 2020

• curprev 16:2216:22, 19 June 2020 Eric.c.zhang talk contribs 17,029 bytes 0 No edit summary undo
• curprev 16:1616:16, 19 June 2020 Eric.c.zhang talk contribs 17,029 bytes +1,515 No edit summary undo

10 June 2020

• curprev 03:3603:36, 10 June 2020 2600:1700:1150:1140:9ddb:a22a:3409:2528 talk 15,514 bytes +157 →External links undo

8 June 2020

• curprev 04:3804:38, 8 June 2020 InternetArchiveBot talk contribs 15,357 bytes +145 Bluelink 1 book for verifiability (prndis)) #IABot (v2.0.1) (GreenC bot undo