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Mismatch in Scorecard results vs Detailed Portfolio Report

pp794378pp794378 Posts: 19
in Report a Bug

Hi!

I have completed a backtest. The scorecard shows a Sharpe of 1.97. But Detailed Portfolio report shows 2.45 .

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Comments

  • pp794378pp794378 Posts: 19

    I think I got it. Looks like Sharpe in the Scorecard equals to Sharpe(ROIC) in the Detailed Report.

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