AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
夏普值(Sharpe Ratio)
- sharp ratio
- 資訊比率
- sharpe ratio information ratio
- information ratio 公式
- tracking error
- 資訊比information ratio
- excess return
- information ratio
- treynor ratio
- information ratio
- sharpe ratio beta
- information coefficient
- sharpe ratio beta
- sharpe ratio
- sharp ratio
- sharpe ratio
- treynor ratio
- information ratio 基金
- sharpe ratio beta
- information ratio formula
- share ratio
- sharp ratio
- Active risk and information ratio
- 資訊比率 information ratio公式
- beta sharpe ratio
夏普值(SharpeRatio).「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 ...
** 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 **