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Sharpe Ratio is a very popular method of evaluating the risk v/s return performance of a portfolio. The formula used in Canopy is
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Volatility is a measure of variation of a trading price series over time. It can be calculated on individual securities or indices or on entire strategies. Canopy uses the methodology suggested by Motley Fool (and therefore we use Standard Deviation of Daily Returns and not log of P2/P1).