The Deflated Sharpe Ratio asks one question of any record: would this still be significant if it was the best of N attempts? Below: the world's most famous return streams, and the largest N each one survives at the 95% bar — computed by the MIZAN verification engine, monthly closes, every assumption printed at the bottom of this page.
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Computed by the engine's own functions (mizan-core, fp ×1e6) · the literature behind the method: /evidence/ · the standard: VTR-1 (R-38, App D) · a credential carrying this statistic is a 225 KB file that verifies offline in ~81 ms — verify one yourself.