![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Alpha and Beta in Mutual Funds
- 資訊比率 information ratio公式
- information gain ratio
- sharp ratio
- information ratio
- excess returns
- tracking error
- tracking error
- treynor ratio
- sharpe ratio beta
- sharpe ratio beta
- information coefficient
- sharpe ratio beta
- information ratio
- beta sharpe ratio
- capm
- beta sharpe ratio
- information ratio
- what is the sharpe ratio of a portfolio
- sharpe ratio
- share ratio
- treynor ratio
- information coefficient
- sharpe ratio information ratio
- information ratio
- treynor ratio
AcommonmeasureofriskadjustedreturnsistheSharpeRatio.Sharperatioistheratiooftheexcessreturnsoftheschemeoverriskfreeratetothestandard ...
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