## The Sharpe ratio and loss probability

Assume we have a portfolio with Sharpe ratio of \displaystyle S_r = 1 . What is the probability of the portfolio losing value over a 4 year time horizon?

Skip to content
# Tag: Sharpe Ratio

## The Sharpe ratio and loss probability

Assume we have a portfolio with Sharpe ratio of \displaystyle S_r = 1 . What is the probability of the portfolio losing value over a 4 year time horizon?