Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...,Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbas...
Sharpe Ratio
- information coefficient
- share ratio
- treynor ratio
- information gain ratio
- sharpe ratio information ratio
- Active risk and information ratio
- information ratio formula
- sharpe ratio beta
- information ratio
- information ratio中文
- information ratio vs sharpe ratio
- sharpe ratio information ratio
- information ratio formula
- information ratio
- treynor ratio
- beta and sharpe ratio
- 資訊比率 information ratio公式
- information coefficient
- tracking error
- information ratio 基金
- sharpe ratio
- information ratio vs sharpe ratio
- beta sharpe ratio
- share ratio
- information ratio vs sharpe ratio
AnothervariationoftheSharpeistheTreynorratio,whichdividesexcessreturnoverarisk-freerateorbenchmarkbythebetaofasecurity,fund,or ...
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