I have a fund with weekly NAV and performances over 3 years, I also have the EONIA price and weekly performances over 3 years and the latest French OAT 10 years rate. What would be the more precise (and mostly used, for example over the asset management reporting) way to calculate a sharpe ratio ?
Would it be => ( (NAV 25/01/2015) - (NAV 25/01/2012) -1 ) - OAT 10 Years rate wich is 0.610 % ) / standard deviation of my fund over 3 years * square root (52)
Should I also annualized my fund performance over 3 years ?
Is there other way to calute sharpe ratio ?
Thanks a lot for your help and support