AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
什麼是夏普率(Sharpe Ratio)?要如何計算?使用要注意2件事
- sharp ratio
- excess returns
- information ratio 公式
- information ratio
- excess return
- beta sharpe ratio
- beta sharpe ratio
- information ratio中文
- treynor ratio
- what is the sharpe ratio of a portfolio
- treynor ratio
- treynor ratio
- capm
- sharpe ratio information ratio
- sharpe ratio
- 資訊比率 information ratio
- information ratio 基金
- information ratio
- 資訊比information ratio
- sharpe ratio
- 資訊比率 information ratio公式
- information ratio
- share ratio
- sharp ratio
- tracking error
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 ...
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