SYS_EXTRACTION_INIT
DOWNLINKING VECTOR PARAMETERS
DECRYPTING CORE ALGORITHMS...
DECRYPTING CORE ALGORITHMS...
Audit the return. Calculate the Sharpe Ratio to measure the risk-adjusted performance of an investment portfolio.
A Sharpe Ratio of 0.80 indicates you are earning 0.80 units of excess return for every unit of risk taken. Generally, a ratio above 1.0 is considered good, while ratios above 3.0 are exceptional (often seen in high-frequency trading or market-neutral strategies).