2021年8月5日—TheSharperatioisthereturnearnedabovetherisk-freeratepervolatilityoftheportfolio.Itaidstheinvestorinunderstandingthe ...,,TheSharperatioandtheinformationratioareroutinelyusedinperformanceassessment;theyareamongtheoriginalrisk-adjusted...
Clarifying the Information Ratio and Sharpe Ratio
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2008年2月10日—TheSharpeRatioreflectstheratioofallexcessreturnsovertheriskfreeratetothetotalrisk(orstandarddeviation)ofthereturnstream ...
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