Is There a Difference Between a Sharp and a Trend Following?

No single thing, unfortunately, works well universally. I think a lot of people did it probably motivated by, oh, we're all getting compared based on a sharp ratio. So we have to kind of do something with this trend to fit into the world of maybe institutional investors and how they look at that or consultants. It's very important to view your strategies through the lens of how an investor is going to use them. For some people, they just wanted to make the most money possible over time. For others, they're more concerned about a conditional return.

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