We describe a post hoc test for the Sharpe ratio, analogous to Tukey's test for pairwise equality of means. The test can be applied after rejection of the hypothesis that all population Signal-Noise ratios are equal. The test is applicable under a simple correlation structure among asset returns. Simulations indicate the test maintains nominal type I rate under a wide range of conditions and is moderately powerful under reasonable alternatives.

翻译：本文描述了一种用于夏普比率的事后检验方法，其原理类似于Tukey检验对均值成对相等性的检验。该检验可在拒绝所有总体信噪比相等的假设后使用，适用于资产收益率具有简单相关结构的情形。模拟实验表明，该检验在多种条件下能维持名义第一类错误率，并在合理备择假设下具有中等检验功效。