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#reading-8-statistical-concepts-and-market-returns
before applying the Sharpe ratio to evaluate a manager, we should judge whether standard deviation adequately describes the risk of the manager’s investment strategy.
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red), this type of strategy would have a high Sharpe ratio. In this case, the Sharpe ratio would give an overly optimistic picture of risk-adjusted performance because standard deviation would incompletely measure the risk assumed. Therefore, <span>before applying the Sharpe ratio to evaluate a manager, we should judge whether standard deviation adequately describes the risk of the manager’s investment strategy. <span><body><html>


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