Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Sharpe Ratio
- information ratio定義
- treynor ratio
- sharpe ratio beta
- information ratio formula
- information ratio
- information ratio vs sharpe ratio
- sharpe ratio beta
- beta and sharpe ratio
- sharpe ratio beta
- share ratio
- tracking error
- excess returns
- sharpe ratio
- sharpe ratio beta
- sharp ratio
- information ratio
- information ratio
- treynor ratio
- information ratio
- information ratio
- 資訊比率 information ratio公式
- sharp ratio
- 資訊比率
- excess returns
- what is the sharpe ratio of a portfolio
AnothervariationoftheSharpeistheTreynorratio,whichdividesexcessreturnoverarisk-freerateorbenchmarkbythebetaofasecurity,fund,or ...
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