![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 ...
- sharpe ratio information ratio
- treynor ratio
- information coefficient
- information ratio
- sharpe ratio information ratio
- sharpe ratio beta
- beta sharpe ratio
- beta and sharpe ratio
- information ratio
- information ratio vs sharpe ratio
- sharpe ratio beta
- sharp ratio
- information coefficient
- excess return
- information ratio
- sharp ratio
- information ratio 基金
- information ratio
- 資訊比率
- capm alpha
- Active risk and information ratio
- information ratio formula
- information ratio formula
- beta sharpe ratio
- information ratio
Riskandvolatilityofamutualfundportfolioiscalculatedbyusingvarioustoolsandratiossuchasalpha,beta,standarddeviation,sharperatiosetc.
** 本站引用參考文章部分資訊,基於少量部分引用原則,為了避免造成過多外部連結,保留參考來源資訊而不直接連結,也請見諒 **