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AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
Understanding the Sharpe Ratio
- 資訊比率 information ratio公式
- information ratio 基金
- excess return
- tracking error
- capm
- 資訊比率
- sharpe ratio beta
- information coefficient
- beta and sharpe ratio
- sharpe ratio
- information ratio定義
- Active risk and information ratio
- what is the sharpe ratio of a portfolio
- 資訊比information ratio
- information ratio
- excess returns
- information ratio 公式
- information ratio formula
- 資訊比率 information ratio
- treynor ratio
- information gain ratio
- information ratio
- sharpe ratio beta
- information ratio中文
- share ratio
TheSharperatioisameasureofrisk-adjustedreturn.Itdescribeshowmuchexcessreturnyoureceiveforthevolatilityofholdingariskierasset.
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