A Sharpe ratio is the finance equivalent of an effect size; mean excess return divided by variance. https://twitter.com/socialimpactvc/status/1199136182959005696 …
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A Sharpe ratio is (usually?) mean annualized returns divided by annualized variance. By making this analogy, you're baking in the assumption that a year is the "natural" time span here?
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I guess so, good point.
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