Question about risk measures

[universaller]

For the first time, I had a chance to look at risk measures as a prop trading firm was requesting the information prior to considering me as a candidate for their trading program.

Here is the summary for last 12 months:

Sharpe Ratio: 3.52
Sortino Ratio: 4.98
Calmar Ratio: 17.96

My question is, am I taking too much risk in order to generate an above-the-average return?

I really appreciate your input.
Thanks,

 

[Hate2Lose]

For the first time, I had a chance to look at risk measures as a prop trading firm was requesting the information prior to considering me as a candidate for their trading program.

Here is the summary for last 12 months:

Sharpe Ratio: 3.52
Sortino Ratio: 4.98
Calmar Ratio: 17.96

My question is, am I taking too much risk in order to generate an above-the-average return?

I really appreciate your input.
Thanks,

Surely it’s relative – depends how much risk their business model dictates that they can take.


You could ask them?