Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
5 Ways to Measure Mutual Fund Risk
- beta sharpe ratio
- information ratio vs sharpe ratio
- beta sharpe ratio
- sharp ratio
- capm
- beta sharpe ratio
- information ratio 公式
- information ratio 基金
- information gain ratio
- information ratio vs sharpe ratio
- information ratio
- tracking error
- share ratio
- sharpe ratio
- sharpe ratio beta
- information ratio formula
- information coefficient
- excess returns
- information gain ratio
- sharpe ratio beta
- sharpe ratio beta
- information ratio
- information ratio
- excess returns
- sharpe ratio beta
Alpha,beta,andtheSharperatioarethemostcommonlyused.Alpha.Alphaisameasureofaninvestment'sperformanceonarisk-adjustedbasis.Ittakesthe ...
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