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Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
評估基金風險的3大風險係數指標:夏普值、標準差、Beta值
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2018年8月10日—1.基金的夏普值(SharpeRatio):.夏普值,也稱夏普比率、sharpe值.夏普...3.Beta值.Beta值(ß、貝他值)代表相對指數的波動幅度.Beta=1(100 ...
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