Max Sharp Rat

0.854%
1.419%
1.147%
1.117%
1.127%
1.099%
1.097%
1.010%
1.037%
0.966%
0.786%

0.19%
0.43%
0.33%
0.31%
0.30%
0.29%
0.28%
0.26%
0.25%
0.23%
0.18%

/
4.471723
3.285868
3.500797
3.650691
3.78186
3.77764
3.885215
3.906151
4.150386
4.238942
4.361852

Portfolio
1
2
3
4
5
6
7
8
9
10
11
Wp

0.5%
-2585.44%
362.53%
-266.87%
-132.70%
127.57%
67.84%
141.62%
-290.73%
629.18%
403.73%
1643.28%
100%

2.67%

69867813.87%

11.83%

SRp

18.34%

613548352.01%
11.39%

1%
-21198438418.39%
5368709129.09%
2733735527.45%
2443899466.61%
2539856567.66%
2270967217.61%
2265119655.00%
1431636895.62%
1716549384.65%
1053374331.70%
-625409657.00%
100%

If I set for no short sale it start giving neg

If I donot set this constraint it give such l

ValueDecile
Weighted
1
ReturnPortfolio
incl.
Return
dividends
Max Sharp Ratio
1.5%
2.0%
############### ##########
5368709129.09% ##########
3081081311.40% ##########
2805366723.82% ##########
2880057631.80% ##########
2634358359.05% ##########
2584574314.11% ##########
1769656977.22% ##########
1887615273.74% ##########
1170557712.96% ##########
-760689908.17% ##########
100%
100%

2.5%
##########
##########
##########
##########
##########
##########
##########
##########
##########
##########
##########
100%

3.0%
0.00%
100.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
100%

75505643.49% ########## ##########

1.42%

667647713.53% ########## ##########

11.31%
11.27%
11.24%

6.57%
-24.05%

no short sale it start giving negative sharp ratio.

et this constraint it give such long values.

VWR-ID
1
2
3
4
5
6
7
8
9
10

0.00191
0.00201
0.00199
0.00201
0.00207
0.00209
0.00211
0.00207
0.00207
0.00202
0.00183

0.00201
0.00432
0.00358
0.00337
0.00321
0.00307
0.00297
0.00272
0.00257
0.00234
0.00171

Decile
2
Portfolio
Return

Decile
3
Portfolio
Return

Decile
4
Portfolio
Return

Decile
5
Portfolio
Return

Decile
6
Portfolio
Return

Decile
7
Portfolio
Return

Decile
8
Portfolio
Return

Decile
9
Portfolio
Return

Decile
10
Portfolio
Return

0.00199
0.00358
0.00328
0.00308
0.00297
0.00287
0.00279
0.00259
0.00248
0.00228
0.00173

0.00201
0.00337
0.00308
0.00306
0.00293
0.00286
0.00278
0.00260
0.00250
0.00230
0.00176

0.00207
0.00321
0.00297
0.00293
0.00298
0.00288
0.00282
0.00265
0.00255
0.00236
0.00183

0.00209
0.00307
0.00287
0.00286
0.00288
0.00291
0.00280
0.00265
0.00256
0.00239
0.00186

0.00211
0.00297
0.00279
0.00278
0.00282
0.00280
0.00282
0.00264
0.00257
0.00241
0.00189

0.00207
0.00272
0.00259
0.00260
0.00265
0.00265
0.00264
0.00259
0.00249
0.00235
0.00188

0.00207
0.00257
0.00248
0.00250
0.00255
0.00256
0.00257
0.00249
0.00250
0.00233
0.00190

0.00202
0.00234
0.00228
0.00230
0.00236
0.00239
0.00241
0.00235
0.00233
0.00228
0.00188

0.00183
0.00171
0.00173
0.00176
0.00183
0.00186
0.00189
0.00188
0.00190
0.00188
0.00180