Author: Mike Rawson

Weekly Roundup 200608

Weekly Roundup, 8th June 2020

We begin today’s Weekly Roundup in the FT with Merryn Somerset Webb, who was wondering whether value investing might make a comeback.

Factor Investing 4 – RA Symposium

Today’s post is the fourth in a series on factor investing, otherwise known as smart beta. We’re going to look at a symposium hosted by Research Associates in California.

Sharpe Ratio

Sharpe Ratio

Today’s post is about the Sharpe Ratio, which compares the returns from an investment to their volatility / variability.