Where Have all the Sharpe Ratios (over 1) Gone?
這一篇文章就是前兩天推薦的「佛耶魯教你一輩子的理財規劃」一書作者Blog「World Beta」的文章,重點則在下面這章圖:
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiSb7FydJ9uLeIcIfDGg7ymFVe1GPhIA6AtfjQWmU_aQWLVzKfLNKr5Q-xNg0Y0DaVkYT171brffAWiF6Gq5nvnOp3ytjyXpcA0U0SGoE1daxBb3SIx9qDo88WdSuPwJ-Or83w6xZrAM4w/s400/ctas2.jpg)
也就是說,很難有基金可以長期維持好表現。To give you some insight, a ratio of 1 or better is considered good, 2 and better is very good, and 3 and better is considered excellent.
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