[illumintai]

Thanks,

Well, I am trying to created a portfolio with stocks and oil/gold/currency futures.

But although I intend to leave the stocks as it is during the competition, I intend to buy/sell the entire futures since it fluctuates heavily. In that case, how can I actually assess my portfolio performance at the end, for example using sharpe ratio ?

Since, stocks were left as it were I can measure the performance, but what about the futures ?

Thanks