The Dangerous Assumption in Sharpe

Hello and welcome back to the channel! In this clip, I’m diving into one of the two major flaws I see in the Sharpe Ratio. It assumes returns follow a normal distribution, but we all know financial markets love throwing black swans at us. Those rare but devastating events aren't properly captured. This is why I believe we need better tools in our toolkit. I’d love to hear from you—do you still use Sharpe as your main metric, or have you moved on to others? Drop your thoughts below!

Видео The Dangerous Assumption in Sharpe канала Quantza Capital