Trading Platform
How to Trade
How-to: Company Pages
How to: Discovery
How-to: Portfolio Holdings
How to: Activity
How to: Leaderboard
How to: Performance
How to: Challenges
Portfolio Management 101
What is a Stock?
How to Choose a Stock
Active Trading vs Portfolio Management
How to start testing multiple strategies
What is Portfolio Management Strategy?
What is Diversification?
How to Build a Basic ETF Portfolio
What are asset-classes?
What is Industry Exposure?
What is Geopolitical Exposure?
How to read impact on diversification
What is an ETF?
How to Choose ETFs
What is short selling?
What is a Bond?
What is an Option?
What portfolio analytics are available?
How do I compare my portfolio to the benchmark?
What is Volatility?
What is Return?
What is Sharpe Ratio?
How to Improve Sharpe Ratio
How do I measure risk?
What are average excess returns?
What is a good Sharpe Ratio?
Credit-Suisse Recruitment Simulation
- All Categories
- Portfolio Management 101
- Sharpe Ratio Challenge
Sharpe Ratio Challenge
Description: In this challenge, you will examine risk and return separately in order to understand the relationship between the two. You will need to learn how to balance both to maximize the Sharpe ratio. By the end of this challenge, candidates should have a qualitative and quantitative understanding of how to use the Sharpe Ratio to evaluate risk vs return tradeoff decisions.
Objective: Minimize Volatility, Maximize Return, Maximize Sharpe Ratio
Score Weighting:
25% Volatility
25% Return
50% Sharpe Ratio
Starting Capital: $1,000,000 USD
Restrictions: Day trading is restricted.
Resources that will help you: