Tag: Sharpe Ratio
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Discuss changes in risk-adjusted return (Sharpe Ratio) for individual equity markets and the equally-weighted equity portfolio
•The relation between correlations and available diversification•the changes (if any) in available diversification over time and the impact of that on global equity investing •Index Dataset: Download 20 years (last 240+1 months or the past full calendar years+1 prior month) of monthly total return or price index data for equity indices (say 4 regions of…