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Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Sharpe Ratio & Beta
- information coefficient
- information gain ratio
- information ratio
- beta sharpe ratio
- treynor ratio
- sharpe ratio information ratio
- treynor ratio
- information coefficient
- 資訊比率 information ratio
- information ratio
- sharp ratio
- capm alpha
- sharp ratio
- sharpe ratio beta
- information coefficient
- beta sharpe ratio
- beta sharpe ratio
- sharpe ratio beta
- tracking error
- treynor ratio
- information ratio
- capm
- sharpe ratio beta
- treynor ratio
- sharpe ratio beta
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