Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...,Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbas...
Measuring Risk With Alpha, Beta and Sharpe
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2007年11月5日—TheSharperatiotellsinvestorswhetheraninvestment'sreturnsareduetosmartinvestmentdecisionsoraretheresultofexcessrisk.This ...
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