Sharpe ratio & M squared produces the same portfolio rankings.
What is the meaning of same portfolio rankings?
I came across this while solving a question (P-50, MCQ-Q:89).
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Suppose there are 4 Portfolios:-
Portfolio A , B, C & Portfolio D
So which one is better. To decide it you rank them. The ranking could be on any particular parameter like you can rank them on the basis of highest Sharpe ratio, highest utility etc both higher the better.