Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
夏普值(Sharpe Ratio)是什麼?一秒找出CP值最高的基金
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2022年3月18日—夏普值(sharperatio)與Beta值(β、貝塔值)比較...Beta值代表與大盤的連動程度,是可以用來衡量基金、股票、投資組合等相對於市場大盤(benchmark)的波動 ...
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