S Sergio77 Apr 16, 2015 #11 The S&P 500 Sharpe is about 0.5 if I recall correctly. It is hard to get > 1 after 10 years because of drawdown.
The S&P 500 Sharpe is about 0.5 if I recall correctly. It is hard to get > 1 after 10 years because of drawdown.
