Sharpe Ratio

topic on 1 show · 8 statements across 7 episodes

Capital Allocators

8 statements about Sharpe Ratio, every show

CAPITAL ALLOCATORS Assertion Supported
Arndt: Future Fund achieved a 10-year Sharpe ratio of 1.3
“And so, we sort of think about volatility, but also Sharpe ratio, and it's a hard thing to measure, and there's all sorts of debates you could have about it, but in terms of our 10 year Sharpe ratio, it's about 1.3, which we think for a fund like ours is, is p…”
Raphael Arndt Sep 1, 2025 ▶ 1:02:52 CIO Greatest Hits: Sovereign Wealth Funds – Raphael Arndt (Australia Future Fund)
BAM allocates capital by multiplying volatility dollars by expected Sharpe ratio
“So we allocate capital in the form of volatility dollars, and then somebody has an expected sharp, and they multiply that sharp times the vol dollars to arrive at their expected P&L for the year.”
Dmitry Balyasny Oct 2, 2023 ▶ 38:32 Dmitry Balyasny – Multi-Strategy Platform at BAM (EP.341)
Craib: A 0.5% edge increase produces massive Sharpe improvements
“To go from 52 to 52 and a half is massive in terms of your Sharpe ratio returns, volatility. And so the fact is, it's just one of these industries where a tiny bit helps.”
Richard Craib May 11, 2023 ▶ 42:27 Richard Craib – Crowdsourcing Data Science for Returns at Numerai (Capital Allocators, EP.314)
Craib: Millennium Management thrives by combining numerous uncorrelated strategies
“One of the reasons Millennium works is because they can get strategies that are uncorrelated, and that's what boosts the sharp. They have so many different strategies that are all uncorrelated, it's starts to become very hard to have a down year.”
Richard Craib May 11, 2023 ▶ 29:38 Richard Craib – Crowdsourcing Data Science for Returns at Numerai (Capital Allocators, EP.314)
Monk: Sharpe ratios fail mathematically in negative return environments
“That sharp ratios are largely wrong. There's a bunch of reasons why the sharp ratios kind of distort our understanding of the risk we're taking, and it's not wrong in the sense that it's not a useful tool to use just to look, but as long-term investors, sharps…”
Ashby Monk May 1, 2023 ▶ 58:00 Ashby Monk – Investor Identity, Navigation, and Resilience (Capital Allocators, EP.312)
Fisher: Macro funds cannot achieve a 1.0 Sharpe ratio
“So that sort of coquates to like a .75 sharp, which is probably as good as one can hope and macro. I mean, everyone wants to do a one, but nobody will get there.”
Adam Fisher Jul 13, 2020 ▶ 39:48 Adam Fisher – Blending Global Macro and Real Estate at Commonwealth Asset Management (First Meeting, EP.21)
Biscardi: Comparing hedge funds to the S&P 500 demonstrates financial illiteracy
“I hate when I read articles and I see comments on the hedge fund industry not keeping pace with the S&P, and I know that the person behind the article probably doesn't know what a Sharpe ratio is. We're doing a different thing than the S&P is doing.”
Ron Biscardi Jan 21, 2019 ▶ 40:45 Ron Biscardi – Putting Hedge Funds in Context (Capital Allocators, EP.83)
CAPITAL ALLOCATORS Assertion Supported
O'Shaughnessy: S&P 500 still beats hedge funds on a Sharpe ratio basis
“I think on Sharpe ratio, it still would have been the S&P.”
Patrick O'Shaughnessy May 2, 2017 ▶ 41:36 The Bet with Buffett (Capital Allocators, EP.05)

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