Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...,Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbas...
Standard Deviation, Mutual Fund Beta, and Sharpe Ratio
- tracking error
- information ratio中文
- information ratio
- information ratio中文
- treynor ratio
- 資訊比information ratio
- sharpe ratio beta
- information coefficient
- information coefficient
- beta and sharpe ratio
- information ratio vs sharpe ratio
- information ratio 基金
- information ratio vs sharpe ratio
- beta and sharpe ratio
- 資訊比率 information ratio公式
- information ratio
- information ratio中文
- information ratio 公式
- beta and sharpe ratio
- excess returns
- treynor ratio
- beta sharpe ratio
- share ratio
- tracking error
- information ratio vs sharpe ratio
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.
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