Actuarial Outpost
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA > Modules 6-8
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

View Poll Results: Did you use Sharpe Ratio?
I used Sharpe Ratio and MMR 15 19.48%
I used Sharpe Ratio and DNMMR 8 10.39%
I did not use Sharpe Ratio but I can't resist voting in every poll i see!! 54 70.13%
Voters: 77. You may not vote on this poll

Thread Tools Search this Thread Display Modes
Old 04-07-2018, 09:35 PM
arto83 arto83 is offline
Join Date: May 2005
Location: New York
College: Brooklyn College Alum
Posts: 544

For what it's worth, I used sharpe in my 4th attempt, explicitly labeled it as sharpe, but explained how it was not a traditional. Sharpe ratio (as it wasn't using return on investments, but the mean tax rate), and I got MMR today.

Chuck Norris... allowed to talk about Fight Club.
...lost both his legs in a car accident....and still managed to walk it off.
...understands the ending of 2001: A Space Odyssey.
...really DOES find gold when he picks his nose. a stunt double for Optimus Prime.
...can dribble a football.
...can sneeze with his eyes open.
...CAN lick his elbow.
...can judge a book by its cover.
Reply With Quote
Old 04-08-2018, 12:54 AM
mel.fel mel.fel is offline
Join Date: Feb 2017
Posts: 296

i used it and MMR'ed! but i used CTE instead and explained how it "mimics" the sharpe ratio

FSA Modules: SI FE ERM
Reply With Quote
Old 05-18-2018, 09:01 AM
dd13 dd13 is offline
Join Date: Mar 2018
Posts: 34

Hi arto83 and mel.fel,

wrt sharpe ratio as risk free what did you use ? In the justification of the use of sharpe ratio "how much" did you analyse/support your choice ?

Reply With Quote
Old 11-26-2018, 04:48 PM
sarat.muppana sarat.muppana is offline
Join Date: May 2015
College: Georgia State University
Posts: 20

I used Sharpe ratio and MMR'd. Also used other limits and metrics.
Reply With Quote

cdef, risk/return, sharpe ratio

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

All times are GMT -4. The time now is 07:50 PM.

Powered by vBulletin®
Copyright ©2000 - 2019, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.16626 seconds with 12 queries