US Portfolio Strategy - Using Sharpe Ratios to enhance fund returns
March 19, 2010
Mutual funds are absolute return oriented
Most mutual fund managers are absolute return oriented at the micro level but pursue a relative return strategy at the macro or fund level. We believe managers could boost the long-term absolute returns of their funds by incorporating stock-level risk-adjusted return metrics.
>> US Portfolio Strategy - Using Sharpe Ratios to enhance fund returns March 19, 2010 [PDF, 334 KB]