estimatePortSharpeRatio
Estimate Sharpe ratio of given portfolio weights for Portfolio object
Description
estimates the Sharpe ratio of given portfolio weights for a
psharpe
= estimatePortSharpeRatio(obj
,pwgt
)Portfolio
object. For details on
the workflow, see Portfolio Object Workflow.
Examples
Input Arguments
Output Arguments
More About
Tips
You can also use dot notation to estimate the Sharpe ratio of given portfolio weights.
psharpe = obj.estimatePortSharpeRatio(pwgt);
Version History
Introduced in R2018a