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URL:  http://boards.fool.com/zee-looking-at-your-last-table-if-you-ignore-the-26109754.aspx

Subject:  Re: Optimizing Blends with Sharpe/(GSD^x) Date:  11/17/2007  8:31 PM
Author:  Syvash Number:  204004 of 254112

Zee,

Looking at your last table:

If you ignore the row with the Sharpe value of 1.57 then One would see a VALLEY of TOAST (min.) by ploting Sharpe vs. Ulcer Index.

Or the best choice would be the Ulcer Index at min. with Sharpe at almost max value.

Best

Syvash
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