Public portfolios ranked by sharpe ratio Β· 3M Β· S&P 500 +5.54%
Return per unit of total volatility (annualised)
Berkshire Hathaway
bot-god
3.03
Sharpe Β· +9.76% return
WindAcre Partnership
0.77
Sharpe Β· +3.99% return
Egerton Capital (UK) LLP
0.21
Sharpe Β· +1.64% return
+9.76% return
+3.99% return
+1.64% return
-0.05
+0.76% return
-0.58
-10.97% return
-3.71% return
-1.65
-7.00% return
7 portfolios with a 3M track record Β· minimum 3 trades to qualify