![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Measuring Mutual Fund Risk with Alpha, Beta, Standard ...
- excess returns
- information ratio
- sharpe ratio beta
- treynor ratio
- information ratio 公式
- tracking error
- information ratio
- sharpe ratio beta
- sharp ratio
- information ratio 基金
- information ratio vs sharpe ratio
- information ratio
- information ratio formula
- share ratio
- beta值計算
- information ratio
- tracking error
- sharpe ratio
- excess return
- information ratio
- information ratio 基金
- information ratio vs sharpe ratio
- sharpe ratio beta
- excess returns
- 資訊比率 information ratio公式
Riskandvolatilityofamutualfundportfolioiscalculatedbyusingvarioustoolsandratiossuchasalpha,beta,standarddeviation,sharperatiosetc.
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