Sharpe Calculation - Githubissues

raylenmargono / Vestivise

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Sharpe Calculation #268

Closed joshgelinas closed 7 years ago

joshgelinas commented 7 years ago

Sharpe is way off with a cash only portfolio.

alexnovak commented 7 years ago

A cash only portfolio is going to be making 0% returns with no risk. Interestingly enough, I think that's the average 90 month T-bill value. This value is technically correct, but we can zero it out for all cash portfolios.

joshgelinas commented 7 years ago

Ok, sounds good.

alexnovak commented 7 years ago

Talked about this.

joshgelinas commented 7 years ago

Follow up on Sharpe Ratio being zeroed out.

sharpe ratio

alexnovak commented 7 years ago

Fixed. Will be in next push.