Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...,Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbas...
夏普值、標準差、Beta值?一秒弄懂基金三大風險指標
- tracking error
- information ratio 公式
- share ratio
- beta and sharpe ratio
- 資訊比率 information ratio
- share ratio
- information ratio
- information coefficient
- tracking error
- sharpe ratio beta
- 資訊比information ratio
- Active risk and information ratio
- information coefficient
- information ratio formula
- beta sharpe ratio
- information ratio
- 資訊比率
- sharp ratio
- beta and sharpe ratio
- tracking error
- information gain ratio
- excess returns
- sharpe ratio information ratio
- information ratio formula
- excess return
2022年7月29日—夏普值(SharpeRatio);標準差(StandardDeviation);Beta值(BetaCoefficient).基金資料中除了基本內容、績效表現和主要持股外,通常還會有所謂 ...
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