04-22-2014 01:50 PM
I am working on a project for school, and I was wondering if I could calculate the sharpe ratio by SAS?
My dataset consists of daily returns of mutual funds (=colom ret fund) and the return of their benchmarks (colom market)
I first tried to do this manual in excel, but with my 660 000 datapoints, I quickly gave it up.
Can anyone help me?
Thanks a lot in advance