AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
Sharpe ratio
- sharp ratio
- share ratio
- information ratio
- capm
- beta and sharpe ratio
- information ratio
- information coefficient
- information ratio 公式
- information ratio定義
- beta sharpe ratio
- beta sharpe ratio
- information ratio中文
- excess return
- sharpe ratio
- 資訊比information ratio
- treynor ratio
- sharpe ratio beta
- 資訊比率
- sharpe ratio beta
- sharp ratio
- information ratio vs sharpe ratio
- what is the sharpe ratio of a portfolio
- sharpe ratio information ratio
- sharpe ratio information ratio
- tracking error
AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...
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