![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Sharpe Ratio
- sharpe ratio beta
- 資訊比information ratio
- tracking error
- sharpe ratio beta
- beta sharpe ratio
- beta sharpe ratio
- beta sharpe ratio
- sharpe ratio beta
- 資訊比率 information ratio
- information ratio vs sharpe ratio
- beta sharpe ratio
- information ratio formula
- treynor ratio
- capm
- Active risk and information ratio
- excess returns
- information gain ratio
- beta值計算
- information ratio中文
- treynor ratio
- information gain ratio
- share ratio
- sharpe ratio information ratio
- information ratio
- sharpe ratio information ratio
AnothervariationoftheSharpeistheTreynorratio,whichdividesexcessreturnoverarisk-freerateorbenchmarkbythebetaofasecurity,fund,or ...
** 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 **