AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
The Sharpe Ratio
- information ratio 公式
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- tracking error
- sharpe ratio beta
- information ratio中文
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- treynor ratio
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- 資訊比率 information ratio公式
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- information ratio定義
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- treynor ratio
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由WFSharpe著作·被引用4343次—TheSharpeRatioisdesignedtomeasuretheexpectedreturnperunitofriskforazeroinvestmentstrategy.Thedifferencebetweenthereturnsontwo ...
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