Search Results for: sharpe ratio

Markets – Average Sharpe Ratio Across Assets How long will the “everything rally” last? Image: Arbor Research & Trading LLC

Sharpe Ratio and U.S. Treasury Strips Curve Historically, high sharpe ratios have been usually unsustainable. Image: Arbor Research & Trading LLC

Risk & Return, and Sharpe Ratio This chart shows risk and return since 1970 and since the 2009 low, including the Sharpe ratio. Image: Fidelity Investments

Asset Class and Sharpe Ratio Since 1990 The sharpe ratio is a measure of risk-adjusted return. This year, major asset classes have a positive and high sharpe ratio. Image: Arbor Research & Trading LLC Click the Image to Enlarge

Sharpe Ratio for the S&P 500 U.S. stocks have had the best decade since the 1950s. The sharpe ratio is a measure of risk-adjusted return. Image: Bloomberg

U.S. 10-Year Treasury Note Produces Highest Sharpe Ratio in Decades Since 1990, the U.S. 10-Year Treasury Note has produced the largest sharpe ratio. Is it the beginning of the end like past events? Image: Arbor Research & Trading LLC

U.S. 10-Year Treasury Note Produces Extremely High Sharpe Ratio During Shifts to Easing This chart shows the high sharpe ratio of U.S. 10-Year Treasury Note during easing policy shifts. Image: Arbor Research & Trading LLC

S&P 500 CAPE Ratio vs. U.S. Households Holding of Equities % Total Financial Assets U.S. households have never been this deep in equities. It’s a sign of booming wealth and market faith — but also a setup for sharper pain if a correction brings valuations back down to earth. Image: Topdown Charts

Weekly Change in Equity Positioning Equity positioning saw its sharpest weekly pullback since “Liberation Day” in April—a dip many traders were quick to buy. Image: Deutsche Bank Asset Allocation