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Sharpe ratio very low

1 replies

2 years ago #274846

Hi,
I’m getting a sharpe ratio very low in my strategy analysed with QuantAnalyser.
The same value is much higher if calculated with other softwares.
I saw in the forum other posts claiming the same problem.
Can you provide more details about the formula you use? Any explanation?

Thank you in advance.

2 years ago #274861

Hello,

you can check the sharpe ratio formula using QuantEditor. There can be some differences between formulas in various software

Viewing 1 replies (of 1 total)

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Sharpe ratio very low

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