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marco

UNITED STATES
Joined: Jan 1, 1970
Posts: 4050
Status: Offline

IMPORTANT SHARPE Functio problems

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Dear all,

A problem has surfaced with the Sharpe() function. It was an undocumented function(we thought) but was being used in many systems: ports/sims/screens. The new release has chenged the parameters of the function. See this post for more details

http://www.portfolio123.com/mvnforum/viewthread?thread=3854

Luckily most people used it like this:

Sharpe(1,250)

In this case the fix is easy, it now has to be Sharpe(250,1)

We've updated all systems that had "Sharpe(1,....)

However it is not simple to fix systems that used anything other than "1" as the first parameter.
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Portfolio123 Staff
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[Edit 1 times, last edit by marco at Mar 14, 2009 1:39:50 PM]

[Mar 14, 2009 12:29:22 PM]