## 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?

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# Tag: Trading

## 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?