### Use "sharpe" in a sentence

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# Sharpe in a sentence | sharpe example sentences

1. The Sharpe ratio is −.
2. Ex ante Sharpe ratios (e.
3. Its Sharpe ratio is a −.
4. Analysis of the Sharpe ratios.
5. The Sharpe ratio was a paltry.

6. The Sharpe ratio is a dismal −.
7. The Sharpe ratio for decile 1 was.
8. That brought its Sharpe ratio in at.
9. That led to a robust Sharpe ratio of.
10. That Sharpe ratio is nearly double the.
11. The low PSR stocks had a Sharpe ratio of.
12. The higher risk brings the Sharpe ratio to.
13. That combination gave it a Sharpe ratio of.
14. That brings its Sharpe ratio to an abysmal −0.
15. The denominator of a Sharpe ratio only includes σ.

16. The top decile of high PE stocks’ Sharpe ratio of.
17. The table also shows the Sharpe ratio for each decile.
18. The higher risk brings the strategy’s Sharpe ratio to.
19. This feature can largely explain their high Sharpe ratios.
20. Some of the long-run Sharpe ratios are based on annual data.
21. Nevertheless, its higher return brought the Sharpe ratio to.
22. The Sharpe ratio for the worst decile by earnings changes was.
23. The Sharpe ratio of the worst one-year earnings group was just.
24. The Sharpe ratio is closely related to statistical significance.
25. Sharpe has been vice-Chairman of North American of the Trilateral.

26. That led to the highest Sharpe ratio for all the factors tested of.
27. The higher returns married to lower risk yielded a Sharpe ratio of.
28. The high returns married to lower volatility gave each a Sharpe ratio of.
29. This ratio (which is a version of the Sharpe ratio) was used in section 3.
30. Yet the higher absolute return for the group brought the Sharpe ratio to.
31. The much higher returns coupled with lower risk led to a Sharpe ratio of.
32. The combination of low returns with high risk brought the Sharpe ratio to 0.
33. It also has a larger maximum decline of 82 percent and a lower Sharpe ratio.
34. All the low Sharpe ratio strategies were outperformed by an investment in U.
35. Net-of-fee returns of the main CTA indices imply long-run Sharpe ratios of 0.
36. The Sharpe ratio for the low price-to-cash flow stocks from Large Stocks was.
37. This figure shows annualized Sharpe ratios of BAB factors across asset classes.
38. Such high variability gave the strategy a disappointing Sharpe ratio of just.
39. Those lower risk numbers push the Trending Value strategy’s Sharpe ratio to.
40. The Sharpe ratio for the decile of highest-yielding stocks from All Stocks was.
41. The higher return offset the higher risk, however, bringing the Sharpe ratio to.
42. A study by Sharpe Partners, an interactive marketing agency, revealed that 89% of.
43. Mechanically, high ex ante Sharpe ratios reflect large spread–duration ratios (i.
44. Second, many HFs load on various risks that the Sharpe ratio does not capture well.
45. The Sharpe coefficient represents the ratio of average return to standard deviation.
46. The high return married to the low standard deviation earned it a Sharpe ratio of.
47. The higher risk married to the marginally higher return brought the Sharpe ratio to.
48. However, utility functions based on the Sharpe ratio suggest another optimal solution.
49. This, coupled with the higher absolute return, accounts for the high Sharpe ratio of.
50. The combination of dreadful returns with high risk brought the Sharpe ratio in at −.
51. The higher risk married to the lower return brought the Sharpe ratio to an anemic −0.
52. The higher risk, married to only slightly higher returns, brought the Sharpe ratio to.
53. Despite this slightly higher risk, the high buyback yield group had a Sharpe ratio of.
54. At first, the increase in the position number leads to a sharp fall in the Sharpe ratio.
55. The lower volatility married to high returns gives the strategy a high Sharpe ratio of.
56. Nevertheless, the excess returns generated by the strategy brought its Sharpe ratio to.
57. That type of volatility—married to abysmal returns—provides a Sharpe ratio of just.
58. Even the more realistic representation in the HFR FoF index achieved a Sharpe ratio of 0.
59. That volatility, combined with dismal returns, gave the strategy a Sharpe ratio of just.
60. The higher standard deviation coupled with the lower return brought the Sharpe ratio to.
61. Because of its lower return and higher risk, the top decile by ROE had a Sharpe ratio of.
62. Relationship between the Sharpe ratio and the position of the combination in the ordering.
63. The lower return combined with the higher risk brought the Sharpe ratio for decile 10 to.
64. That, coupled with the much lower absolute return, brought the Sharpe ratio to a very low.
65. Nevertheless, the Sharpe ratio for the group with the best 12-month price appreciation was.
66. Together these features explain high ex ante Sharpe ratios—and lesser ex post Sharpe ratios.
67. The higher return with lower risk led to a much higher Sharpe ratio for the low PE stocks of.
68. Its higher volatility, however, lowers the risk-adjusted return, generating a Sharpe ratio of.
69. In our example the Sharpe ratio steadily increases as the number of layers increases (Figure 7.
70. In fact, the fixed fractional approach would have a lower Sharpe ratio for a commensurate return.
71. When the Sharpe coefficient is used as the objective function (in the top-right chart of Figure 2.
72. The Sharpe ratio for the group of best-performing stocks based on 12-month price appreciation was.
73. Low-turnover strategies (slow signals) can afford lower gross Sharpe ratios or higher trading costs.
74. Why has this opportunity—with persistently high ex ante Sharpe ratios—not been arbitraged away?
75. They also did so with less risk than the All Stocks universe, generating a very high Sharpe ratio of.
76. Incorporating funding rate spreads cuts the information or Sharpe ratio of the aggregate trade from 0.
77. The higher return married to a relatively low standard deviation of return generated a Sharpe ratio of.
78. With such abysmal returns, any risk will wreak havoc on the Sharpe ratio, and here it’s a pathetic –.
79. The high Sharpe ratios discussed earlier partly reflect various reporting biases (survivor, backfill, etc.
80. Sharpe ratios for the various strategies applied to the All Stocks universe, 1964–2009 (higher is better).
81. On a risk-adjusted basis, the Market Leaders universe provides the best return, sporting a Sharpe ratio of.
82. The consistency of the results is impressive: all strategies have positive Sharpe ratios, ranging between 0.
83. These lotto investors are willing to sacrifice Sharpe ratio (mean variance efficiency) to get higher skewness.
84. In contrast, the asset class composite sees a much more modest volatility reduction and Sharpe ratio increase.
85. The five strategies with the worst risk-adjusted returns (Sharpe Ratio), August 31, 1965 to December 31, 2009.
86. Sharpe ratios for the various strategies applied to the Large Stocks universe, 1964–2009 (higher is better).
87. The five strategies with the highest risk-adjusted return (Sharpe Ratio), August 31, 1965 to December 31, 2009.
88. Therefore, there is no reason to use profit and Sharpe coefficient simultaneously within one optimization system.
89. Scaling position sizes inversely by recent historical or option-implied volatility tends to improve Sharpe ratios.
90. While shareholder yield had a lower absolute return, it had a higher Sharpe ratio because of its lower volatility.
91. Most styles earned double-digit returns and all styles except short-selling equities achieved a high Sharpe ratio.
92. Application of the Sharpe ratio can help because it reflects not only the profit average, but also its variability.
93. This similarity in trends is not surprising given that profit and Sharpe coefficient are almost perfectly correlated.
94. It follows from the Sharpe coefficient formula that we can shuffle summands in any order without changing the result.
95. Emerging markets debt has one of the best long-run returns and Sharpe ratios of any asset class in the 1990s and 2000s.
96. That is, we should expect lower returns and lower Sharpe ratios than in the past, merely due to competitive pressures.
97. The lower risk married to higher returns gave the combined momentum and shareholder yield portfolio a Sharpe ratio of.
98. Upon their move to the area, the Sharpe family had started a small business renting out rooms in their home to visitors.
99. What’s more, it has the highest risk-adjusted return of all the Market Leaders’ strategies, with a Sharpe ratio of.
100. All approaches appear to boost returns and Sharpe ratios but they also involve higher trading costs (and, likely, fees).