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Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Measuring Risk With Alpha, Beta and Sharpe
- excess return
- share ratio
- sharpe ratio
- excess return
- sharpe ratio beta
- sharpe ratio beta
- excess returns
- information ratio定義
- treynor ratio
- information ratio formula
- excess returns
- sharpe ratio
- sharpe ratio beta
- sharpe ratio beta
- sharpe ratio beta
- information ratio formula
- beta sharpe ratio
- beta sharpe ratio
- treynor ratio
- sharpe ratio beta
- information ratio
- information ratio
- information ratio中文
- Active risk and information ratio
- 資訊比率
2007年11月5日—DevelopedbyNobellaureateeconomistWilliamSharpe,thisratiomeasuresrisk-adjustedperformance.Itiscalculatedbysubtractingtherisk- ...
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