Sharpe Ratio how often is this calculated?

C2
1

How often does C2 calculate the various ratios? Is there a certain time of day/week that this is performed?

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After a closing trade, it usually takes until the next day before I see it updated.

As a related topic, maybe the Sortino ratio is a better measurement for risk-adjusted return. You can find discussions here and else on the web. Also, the Sharpe ratio is using the risk-free return as a comparison, but this is currently extremely low. So under these circumstances, it’s relatively easier to get a higher Sharpe ratio. But what if risk-free return goes up? (higher interest rates). Your Sharpe ratio may drop, even if you don’t make a trade.

Both have their merits, it’s just something to keep in mind when interpreting those numbers.

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Raoul,

Thank you for your response. It does appear to be updated each day at midnight Eastern Time Zone best that I can tell.

James

5

There’s also the Calmar Ratio.