Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...,Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbas...
22. Mutual Fund Beta, SD, and Sharpe Ratio
- excess returns
- information ratio中文
- beta and sharpe ratio
- sharpe ratio beta
- sharpe ratio
- treynor ratio
- information ratio
- sharp ratio
- information coefficient
- information ratio vs sharpe ratio
- treynor ratio
- information coefficient
- information gain ratio
- information ratio vs sharpe ratio
- information ratio
- treynor ratio
- 資訊比率
- information ratio中文
- sharpe ratio beta
- excess returns
- tracking error
- excess returns
- sharpe ratio information ratio
- information ratio vs sharpe ratio
- treynor ratio
Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...
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