2018年8月10日—1.基金的夏普值(SharpeRatio):.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(sharperatio)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...
Standard Deviation, Mutual Fund Beta, and Sharpe Ratio
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Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.
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