![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
5 Ways to Measure Mutual Fund Risk
- information ratio
- information ratio formula
- information ratio vs sharpe ratio
- capm
- information ratio 基金
- share ratio
- treynor ratio
- treynor ratio
- 資訊比率 information ratio公式
- tracking error
- capm alpha
- sharpe ratio
- information ratio
- 資訊比information ratio
- Active risk and information ratio
- information ratio
- information ratio定義
- beta sharpe ratio
- information gain ratio
- information ratio vs sharpe ratio
- 資訊比率
- sharpe ratio beta
- information coefficient
- excess returns
- tracking error
Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbasis.Ittakesthe ...
** 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 **