O Olivier (not verified) 28th March 2018 | 4:02pm How can i do to calculate the avg. rolling 5-year excess return and the avg. rolling 5-year excess return std. dev. ? or where can i find these informations to calculate the skill ratio ? Reply
How can i do to calculate the avg. rolling 5-year excess return and the avg. rolling 5-year excess return std. dev. ? or where can i find these informations to calculate the skill ratio ?