Sharpe Ratio

U

uptickk

I was just wondering what are acceptable benchmarks for various spread types (i.e. vertical and calendar spreads on the S&P 500 (SPX)? I am trying to calculate my Sharpe ratio and I am not sure what I should be benchmarking myself against. Additionally, is there an industry period you should use (i.e. annually, quarterly, monthly)?

Any ideas would be greatly appreciated

Thanks
 
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