SentimentEdge report

Jason Goepfert

7-15-2021 at 11:00 am

A Sharpe Rally Thrusts Stocks Into Historic Territory

The risk-adjusted rally in the S&P 500 over the past year is among the best ever. Its Sharpe Ratio is among the best in history but is starting to roll over now. That has usually preceded weak returns, with defensive sectors showing the best relative performance.

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