sharpratio

AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationofreturns.,SharpeRatioistherisk-adjustedreturnofaportfoliomeasuredbydividingtheexcessreturnbythestandarddeviationoftheportfolio.,TheSharperatioisoneoft...

Sharpe ratio

A negative Sharpe ratio means the portfolio has underperformed its benchmark. All other things being equal, an investor typically prefers a higher positive ...

Sharpe Ratio

The Sharpe Ratio is a measure of risk-adjusted return, which compares an investment's excess return to its standard deviation of returns.

Sharpe Ratio

Sharpe Ratio is the risk-adjusted return of a portfolio measured by dividing the excess return by the standard deviation of the portfolio.

Sharpe Ratio

The Sharpe ratio is one of the most widely used methods for measuring risk-adjusted relative returns. It compares a fund's historical or projected returns ...

The Sharpe Ratio

由 WF Sharpe 著作 · 被引用 4343 次 — The Sharpe Ratio is designed to measure the expected return per unit of risk for a zero investment strategy. The difference between the returns on two ...

Understanding the Sharpe Ratio

The Sharpe ratio is a measure of risk-adjusted return. It describes how much excess return you receive for the volatility of holding a riskier asset.

什麼是夏普率(Sharpe Ratio)？要如何計算？使用要注意2件事

2019年3月16日 — 1. 什麼是夏普率？ ... 「在承受1%的風險下，能得到多少報酬？」例如夏普率0.5，代表承受1%的波動風險下，長期可以創造0.5%的報酬率。也可以說想得到5%的 ...

夏普值(Sharpe Ratio)

夏普值(Sharpe Ratio). 「夏普值」是用來衡量投資組合報酬及風險之重要指標，計算公式為(報酬率–無風險利率)／標準差。當夏普值越高，表示在相同風險水平下，投資者能夠 ...

夏普值(Sharpe Ratio)是什麼？一秒找出CP值最高的基金

2022年3月18日 — 夏普值(Sharpe Ratio)，也稱夏普比率，是衡量投資組合CP值的首選指標。簡單來說，就是判定投資組合能否用「愈低的波動」，尋求「愈高的報酬」。