PortfolioConstruction–AdjustingforProvincialVariationsinSharpeRatios
Portfolio
Construction
–
Adjusting
for
Provincial
Variations
in
Sharpe
Ratios
Canadian row-crop farmland investments have had Sharpe ratios materially higher than publicly traded equities and bonds over the last 30 years – meaning they produced much higher average returns over the risk-free rate per unit of total risk.
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