Have Sharpe Ratios Peaked?

Have Sharpe Ratios Peaked?

There’s a strong case for expecting that Sharpe ratios will be lower, perhaps a lot lower, for the stock and bond markets for the foreseeable future. What’s the source of this outlook? Gravity.

Read more at : http://www.capitalspectator.com/archives/2012/08/have_sharpe_rat.html#more

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