AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
Understanding the Sharpe Ratio
- beta and sharpe ratio
- information ratio formula
- sharp ratio
- information ratio中文
- information ratio
- sharpe ratio information ratio
- sharpe ratio beta
- treynor ratio
- sharpe ratio information ratio
- treynor ratio
- excess return
- information ratio
- information coefficient
- information ratio
- information ratio
- information ratio定義
- beta sharpe ratio
- treynor ratio
- information ratio 公式
- treynor ratio
- what is the sharpe ratio of a portfolio
- 資訊比率 information ratio
- sharp ratio
- sharp ratio
- 資訊比率
TheSharperatioisameasureofrisk-adjustedreturn.Itdescribeshowmuchexcessreturnyoureceiveforthevolatilityofholdingariskierasset.
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