Shelton Covent

The Sharpe Prize

The Sharpe Prize

Build and manage a stock portfolio with a dynamic investment strategy and try to achieve the maximal Sharpe ratio.

Challenge Overview

The Sharpe ratio is known among others reward-to-risk as the best tool for evaluating and predicting the performance of fund managers. William Sharpe has developped the Sharpe ratio in 1699 and since then the Sharpe ratio, and its close analogues, have become widely uses in practice to rank investment managers and to evaluate the attractiveness of investment strategies in general.

The goal of the Sharpe Prize is to seek the dynamic investment strategy that maximizes the Sharpe ratio.

The Sharpe Prize is about investing and risk management. Shelton covent challenges you to construct the Sharpe ratio maximizing portfolio. The growth and increasing complexity of financial derivatives available today has made the alteration of portfolio returns increasingly simple and accomplish. The Sharpe ratio of a portfolio is the ratio of the rate of return to the standard deviation. So a higher risk premium and a smaller volatility allow for a greater Sharpe ratio.

The Sharpe Prize competition will award $100,000 in total prizes money to the best investment strategies.


Who Can Participate?

The competition is open to individuals and business entities.

To be eligible to participate in the Sharpe Prize, Individuals/Businesses must complete all registration and administration forms and open an account with the broker authorized by Shelton Covent.



What Next?

  • Click ACCEPT CHALLENGE above to sign up for the challenge
  • Read the Challenge Guidelines to learn about the requirements and rules
  • Share this challenge on social media using the icons above. Show your friends, your family, or anyone you know who has a passion for the financial markets and investing.
  • Start a conversation in our Forum to join the conversation, ask questions or connect with other competitors.


Please note: Investing involves considerable risks and is therefore not appropriate for all investors. Competitors should take into consideration the possibility of encountering substantial losses; it is therefore important to appreciate the possible consequences of investing.

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