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  1. C

    Sharpe Ratio Calculations - Using Daily Returns

    Brilliant thanks for your help. Will adjust accordingly.
  2. C

    Sharpe Ratio Calculations - Using Daily Returns

    252 from a quick online search http://ir.theice.com/~/media/Files/I/Ice-IR/supplemental-volume-info/volume-reporting-tools/trading-days-2015-v2.pdf
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    Sharpe Ratio Calculations - Using Daily Returns

    Many thanks, I agree 1.87 is quite a high Sharpe for the market, I wasn't very clear but I was referring to the 0.119 figure as being too low for this time period considering the strong gains in the S&P during this time. Thanks again, CG
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    Sharpe Ratio Calculations - Using Daily Returns

    Hi All, Seeing if anyone is able to help me double check my Sharpe ratio calculations. For an example I've taken the daily returns of the S&P 500 Index (Data downloaded from Yahoo finance) from 1st February to 29th April (The time period i'm looking at). For the risk free rate i'm using 0.16%...
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