In reply to NR.

Hello Rick I am interesting in using this GSD as a denominator in Geometric Sharpe Ratio to compare risk adjusted returns of various investments. I am wondering considering stock returns show fat tails and skewness even for log returns is the GSD still suitable to measure risk? I know Traditional S.D. does not require Gaussian Distribution in order to be used as a way to compare relative risk of different investments so I am wondering whether this is also true for GSD.

Thanks.