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Sharpe Ratio

The Sharpe Ratio is the return earned in excess of the risk free rate per unit of risk as defined as volatility, a measure of risk adjusted return. The higher the Sharpe Ratio, the better the returns have been relative to the volatility of those returns. 

On the statistics page you can also see the Sharpe Ratio for the last three years and five years. 

The default risk free rate on Allocator is the 10-year Treasury Constant Maturity Rate, but this can be changed.