does the leaderboard also use 2007-2016 period for calculating IR?
thank you!
Yes but our own calculation of IR may depends on yours based on the periodicity of returns of your strategy vs the benchmark strategy. I would not put too much focus on the absolute number but I would look at the ranking as we are using the same methodology for all. The absolute number can help you gage ‘how far’ you are from the top !
Best of luck. Lionel.