AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
Sharpe Ratio
- 資訊比information ratio
- information ratio 基金
- sharpe ratio beta
- sharpe ratio beta
- sharpe ratio
- information ratio
- information ratio
- 資訊比率 information ratio公式
- information ratio
- tracking error
- information ratio vs sharpe ratio
- information ratio定義
- sharp ratio
- treynor ratio
- information gain ratio
- information ratio
- sharpe ratio information ratio
- treynor ratio
- sharp ratio
- sharpe ratio
- 資訊比率
- what is the sharpe ratio of a portfolio
- treynor ratio
- excess return
- information ratio中文
SharpeRatioistherisk-adjustedreturnofaportfoliomeasuredbydividingtheexcessreturnbythestandarddeviationoftheportfolio.
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