When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills?

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills? 1, 2 year Notes? The T-Bond yield for the comparable term at inception? == I agree with Peter Irojah. Some people think or used to think that Risk Free Rate was related to Government …

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills? Read More »