The R&D background information for this Index can be found in the 2011 White Paper "World ETF Sharpe Index" at the web site psdscanner.com. This is still a work in progress at the "White Bird" stage of development. The chart posted here will be updated monthly as the prototype continues flight testing. Early results have already established that Sharpe ratio data should be updated quarterly even though the ETF market data are updated monthly. The Standard & Poor's "Index Mathematics Methodology" ,February 2009 edition, was used in general for this work and in particular the chapter on Fund Strategy Indices.
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