K-Ratio and Sharpe Ratio not show any result
Author: alexebrenz
Creation Date: 3/12/2011 7:39 AM
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alexebrenz

#1
Everytime I run a strategy (even using basket of stocks) the sharpe and K-ratio show zero value.

Is it working on the last performance +?
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Eugene

#2
Yes, K-Ratio is working in Performance+. If it's 0, then you must be in Raw Profit mode. Likewise, Sharpe ratio will not work in RP mode (even though it's not included in Performance+ so you're probably talking about Sortino ratio). Just switch to Portfolio Simulation mode for the metrics to work.

Thanks for the heads-up: these metrics shouldn't be displayed at all in Performance+ when in RP mode. I'll take care of this (next release).
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Eugene

#3
Fixed in version 2011.04 of MS123 Performance Visualizers.

K-Ratio and other metrics that require portfolio equity are no longer going to be shown in Raw Profit mode.