Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
22. Mutual Fund Beta, SD, and Sharpe Ratio
- 資訊比率 information ratio公式
- sharpe ratio beta
- 資訊比率
- information ratio
- sharpe ratio beta
- sharpe ratio information ratio
- information gain ratio
- sharpe ratio beta
- beta sharpe ratio
- information ratio vs sharpe ratio
- information ratio
- beta and sharpe ratio
- information ratio
- what is the sharpe ratio of a portfolio
- information ratio
- 資訊比率 information ratio
- information ratio
- information ratio定義
- sharpe ratio beta
- treynor ratio
- sharpe ratio beta
- information ratio formula
- share ratio
- sharpe ratio beta
- excess return
Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...
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