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Sharpe Ratio how often is this calculated?

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.

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

I have noticed that it could take days to update even simple metrics like maximum drawdown.

My own drawdown from my C2 system main page indicates 0.9% while it should be 2.9% (as of May 4, 9:45 PM EST)

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