Sean McGould on Creating an Investing Edge, Hedge Funds and Inflation Opportunities
Macro Hive Conversations With Bilal Hafeez
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How to Measure Risk and Returns at Shops
There was a debate about how do you measure risk and returns at shops or Tino, she took drawdowns. I think that it depends on if the underlying assets are liquid and fully tradable or if you have some illiquid assets in there as well. Looking at a sharp ratio or some volatility adjusted performance is a good way to look at it with one caveat. The big debate right now is, is that the new distribution you should put into your risk models or do you use more data?
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