Re: what should i be doing with surplus bankroll?
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so before you ask me another one, please answer what you'd rather use if not the sharpe ratio to compare attractiveness of an investment?
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Speaking only for retirement investing:
Return(include all costs), Volatility, Kurtosis, Skewness
Human Capital Risk
But really all those boil down to a probabilistic distribution of outcomes (in this case, age when we can retire).
A set of parameters should be constructed for those according to an individual's need and then portfolios should be compared based on their adherence to the parameter set.
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