G GekkoToBe Feb 20, 2011 #1 I have a spreadsheet of all my trades (about 6 months worth) in Excel. Any suggestions?
M Martinghoul Feb 25, 2011 #6 Quote from GekkoToBe: Any ideas guys? More... Have you tried the Internet with t he help of Google?
T tyrian May 20, 2011 #7 There's a clear explanation (together with a spreadsheet) showing how you can calculate the Sharp Ratio here: http://optimizeyourportfolio.blogspot.com/2011/05/calculating-sharpe-ratio-with-excel.html It can be easily adapted to what I consider a better judge of performance - the Sortino Ratio
There's a clear explanation (together with a spreadsheet) showing how you can calculate the Sharp Ratio here: http://optimizeyourportfolio.blogspot.com/2011/05/calculating-sharpe-ratio-with-excel.html It can be easily adapted to what I consider a better judge of performance - the Sortino Ratio