@visuarchie , hello sir,
I normally use momentum indicator as Average of sharpe returns of 3months, 6 months and 12 months on the small cap and microcap universe.
Instead of using average of these three time periods ,
If for ranking I use only 3 months sharpe returns or just 1 month sharpe returns, what difference it will make? And which one is more desirable from returns point of view?
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