Also, would you mind posting the (x, y) coordinates for the data in the scatter plot (your Fig 1a) along with the mean and stdev of the observational constraint? (climate-dynamics.org)
For this comparison, Sharpe is defined as fund annualized percentage return (APR) minus 90 - day TBill APR divided by fund annualized standard deviation STDEV, all over the same period, which is lifetime of fund (or back to January 1962). (mutualfundobserver.com)
In the MFO rating system, STDEV indicates the typical percentage variation above or below average return a fund has experienced in a year's time. (mutualfundobserver.com)