When you have Sharpe ratio 1, its comparable to 0% riskfree return, and Sharpe ratio 2 is 100% riskfree return
I'd appreciate if you could share the link to the information (except the manual) in support of this statement. I never seen this kind of comparison in any kind of Sharpe related papers (including paper's by William Sharpe). So, some kind of explanation and proof would be great!
Thank you!
