topic Sharpe ratio in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189804#M9868 <HTML><HEAD></HEAD><BODY><P>Hi guys,</P><P></P><P>I am working on a project for school, and I was wondering if I could calculate the sharpe ratio by&nbsp; SAS?</P><P>My dataset consists of daily returns of mutual funds (=colom ret fund) and the return of their benchmarks (colom market)</P><P>I first tried to do this manual in excel, but with my 660 000 datapoints, I quickly gave it up.</P><P>Can anyone help me?</P><P></P><P>Thanks a lot in advance</P></BODY></HTML> Tue, 22 Apr 2014 17:50:27 GMT bjinge 2014-04-22T17:50:27Z Sharpe ratio https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189804#M9868 <HTML><HEAD></HEAD><BODY><P>Hi guys,</P><P></P><P>I am working on a project for school, and I was wondering if I could calculate the sharpe ratio by&nbsp; SAS?</P><P>My dataset consists of daily returns of mutual funds (=colom ret fund) and the return of their benchmarks (colom market)</P><P>I first tried to do this manual in excel, but with my 660 000 datapoints, I quickly gave it up.</P><P>Can anyone help me?</P><P></P><P>Thanks a lot in advance</P></BODY></HTML> Tue, 22 Apr 2014 17:50:27 GMT https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189804#M9868 bjinge 2014-04-22T17:50:27Z Re: Sharpe ratio https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189805#M9869 <HTML><HEAD></HEAD><BODY><P>This paper seems relevant: </P><P><A href="http://www.nesug.org/proceedings/nesug04/ap/ap16.pdf" title="http://www.nesug.org/proceedings/nesug04/ap/ap16.pdf">http://www.nesug.org/proceedings/nesug04/ap/ap16.pdf</A></P><P></P><P>Haikuo </P></BODY></HTML> Tue, 22 Apr 2014 18:24:44 GMT https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189805#M9869 Haikuo 2014-04-22T18:24:44Z Re: Sharpe ratio https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189806#M9870 <HTML><HEAD></HEAD><BODY><P>Hi,</P><P></P><P>I also found this paper, but I don't know how to put that in my code?</P><P>I am not so good at SAS, so I am sorry if I ask stupid questions...</P></BODY></HTML> Sun, 27 Apr 2014 11:26:40 GMT https://communities.sas.com/t5/Statistical-Procedures/Sharpe-ratio/m-p/189806#M9870 bjinge 2014-04-27T11:26:40Z