Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Measuring Risk With Alpha, Beta and Sharpe
- information ratio定義
- sharp ratio
- information ratio 基金
- treynor ratio
- information ratio
- sharpe ratio beta
- share ratio
- treynor ratio
- information ratio
- treynor ratio
- information coefficient
- 資訊比率 information ratio公式
- information ratio 基金
- 資訊比information ratio
- treynor ratio
- sharpe ratio beta
- information gain ratio
- excess return
- beta sharpe ratio
- capm
- information ratio formula
- what is the sharpe ratio of a portfolio
- information ratio 公式
- information ratio vs sharpe ratio
- treynor ratio
2007年11月5日—DevelopedbyNobellaureateeconomistWilliamSharpe,thisratiomeasuresrisk-adjustedperformance.Itiscalculatedbysubtractingtherisk- ...
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