betasharperatio

2018年8月10日 — 1. 基金的夏普值(Sharpe Ratio)：. 夏普值，也稱夏普比率、sharpe 值. 夏普 ... 3. Beta值. Beta值(ß、貝他值)代表相對指數的波動幅度. Beta = 1 (100 ...

2022年3月17日 — 夏普值(sharpe ratio)與Beta值(β、貝塔值)比較 ... Beta值代表與大盤的連動程度，是可以用來衡量基金、股票、投資組合等相對於市場大盤(benchmark)的波動 ...

Risk & volatility in a mutual fund is measured on basis of alpha, beta, standard deviation, Sharpe ratios. Know 6 measures to analyze mutual fund risk.

It is used to measure the dispersion of the actual return from the mutual fund's expected return. It is a widely used measure due to its consistency.

2007年11月5日 — The Sharpe ratio tells investors whether an investment's returns are due to smart investment decisions or are the result of excess risk. This ...

2022年7月29日 — 夏普值（Sharpe Ratio）; 標準差（Standard Deviation）; Beta值（Beta Coefficient）. 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 ...

Alpha, beta, and the Sharpe ratio are the most commonly used. Alpha. Alpha is a measure of an investment's performance on a risk-adjusted basis. It takes the ...

Another variation of the Sharpe is the Treynor ratio, which divides excess return over a risk-free rate or benchmark by the beta of a security, fund, or ...

The Sharpe ratio represents the trade off between risk and returns. At the same time, it also factors in the desire to generate returns, which are higher than ...

Now, if the beta of a mutual fund is equal to 1, then it means the fund is as risky as its benchmark. For example, if the benchmark falls by 1%, the fund is ...