Sharpe Ratio & Beta

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 ...

Let's quickly cover these common alternatives to alpha and beta. Sharpe Ratio: The Sharpe ratio measures the risk-adjusted return of an investment or portfolio.

Sharpe ratio: A measure of an investment's risk-adjusted performance which aims to show whether returns are based on solid investment strategies or just ...

Risk and volatility of a mutual fund portfolio is calculated by using various tools and ratios such as alpha, beta, standard deviation, sharpe ratios etc.

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 ...

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 ...

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 ...

2022年3月18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 ...

2022年7月29日 — 夏普值（Sharpe Ratio）; 標準差（Standard Deviation）; Beta值（Beta Coefficient）; 相關基金列表. 相關連結. 基金資料中除了基本內容、績效表現和主要 ...

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 ...