When calculating CV and Sharp ratios, which type of mean should we use? Thx!
arithmetic.
You really only use geometric when calculating historical investment returns.
Time-series returns is the only time u use Geometric mean
When calculating CV and Sharp ratios, which type of mean should we use? Thx!
arithmetic.
You really only use geometric when calculating historical investment returns.
Time-series returns is the only time u use Geometric mean