![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
夏普值(Sharpe Ratio)是什麼?一秒找出CP值最高的基金
- 資訊比率 information ratio
- information coefficient
- information ratio
- beta值計算
- information ratio定義
- information ratio formula
- information gain ratio
- beta sharpe ratio
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- information ratio
- excess return
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- Active risk and information ratio
- information ratio
- treynor ratio
- information ratio vs sharpe ratio
- information ratio
- information coefficient
- share ratio
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- 資訊比率
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2022年3月18日—夏普值(sharperatio)與Beta值(β、貝塔值)比較...Beta值代表與大盤的連動程度,是可以用來衡量基金、股票、投資組合等相對於市場大盤(benchmark)的波動 ...
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