October Total Return Review: Sharpe Ratios Suggest Too Much Risk for the Reward
The attached tables and comments update the total returns through October. This month, we also take a look at the risk-adjusted returns of various fixed income and equity indices
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Our Research — November 7, 2007
October Total Return Review: Sharpe Ratios Suggest Too Much Risk for the Reward The attached tables and comments update the total returns through October. This month, we also take a look at the risk-adjusted returns of various fixed income and equity indices