G GlobalMacro90 Jan 2, 2019 #11 I will also add, even if you have a strategy that "only" has a sharpe ratio of say 0.5-0.7, that strategy can still add a huge amount of value if its not very correlated to other things in a portfolio, most often equity Beta.
I will also add, even if you have a strategy that "only" has a sharpe ratio of say 0.5-0.7, that strategy can still add a huge amount of value if its not very correlated to other things in a portfolio, most often equity Beta.
