AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
The Sharpe Ratio
- what is the sharpe ratio of a portfolio
- sharpe ratio
- 資訊比information ratio
- treynor ratio
- information ratio vs sharpe ratio
- beta sharpe ratio
- information ratio 基金
- beta and sharpe ratio
- share ratio
- tracking error
- sharpe ratio beta
- information coefficient
- 資訊比率
- information gain ratio
- Active risk and information ratio
- sharpe ratio information ratio
- capm
- excess return
- 資訊比率 information ratio公式
- sharp ratio
- sharpe ratio beta
- treynor ratio
- sharpe ratio information ratio
- sharpe ratio
- beta sharpe ratio
由WFSharpe著作·被引用4317次—TheSharpeRatioisdesignedtomeasuretheexpectedreturnperunitofriskforazeroinvestmentstrategy.Thedifferencebetweenthereturnsontwo ...
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