Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Alpha and Beta in Mutual Funds
- information ratio
- treynor ratio
- excess returns
- sharp ratio
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- information ratio定義
- Active risk and information ratio
- tracking error
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- excess return
- treynor ratio
- information ratio formula
- beta值計算
- what is the sharpe ratio of a portfolio
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- information ratio 公式
- information ratio formula
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- information ratio中文
AcommonmeasureofriskadjustedreturnsistheSharpeRatio.Sharperatioistheratiooftheexcessreturnsoftheschemeoverriskfreeratetothestandard ...
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