2021年8月5日—TheSharperatioisthereturnearnedabovetherisk-freeratepervolatilityoftheportfolio.Itaidstheinvestorinunderstandingthe ...,,TheSharperatioandtheinformationratioareroutinelyusedinperformanceassessment;theyareamongtheoriginalrisk-adjusted...
The Difference Between the Sharpe Ratio and the Sortino ...
- information ratio中文
- treynor ratio
- information ratio
- sharpe ratio
- information ratio formula
- information ratio中文
- sharpe ratio information ratio
- treynor ratio
- treynor ratio
- information ratio formula
- information coefficient
- beta and sharpe ratio
- information ratio formula
- information ratio中文
- information ratio 公式
- tracking error
- information ratio中文
- share ratio
- benchmark portfolio中文
- information ratio formula
- information ratio vs sharpe ratio
- information coefficient
- excess return
- tracking error
- information ratio
TheSharperatioisusedmoretoevaluatelow-volatilityinvestmentportfolios,andtheSortinovariationisusedmoretoevaluatehigh-volatilityportfolios.
** 本站引用參考文章部分資訊,基於少量部分引用原則,為了避免造成過多外部連結,保留參考來源資訊而不直接連結,也請見諒 **