Sharpe Ratio

Dear all,

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

Best regards

I reckon fund performances are usually in annual terms. Take sharpe ratios of each year seperately, then average out for an expected yearly sharpe ratio

Use the one year risk free rate since that’s the duration of your returns.