Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
Measuring Mutual Fund Risk with Alpha, Beta, Standard ...
- treynor ratio
- beta and sharpe ratio
- treynor ratio
- information ratio定義
- information ratio 基金
- information ratio vs sharpe ratio
- information gain ratio
- information ratio
- sharpe ratio beta
- sharpe ratio beta
- sharpe ratio information ratio
- information ratio
- sharpe ratio beta
- information ratio
- tracking error
- beta sharpe ratio
- 資訊比率 information ratio公式
- treynor ratio
- information ratio 公式
- treynor ratio
- information ratio
- 資訊比information ratio
- Active risk and information ratio
- beta and sharpe ratio
- information ratio中文
Riskandvolatilityofamutualfundportfolioiscalculatedbyusingvarioustoolsandratiossuchasalpha,beta,standarddeviation,sharperatiosetc.
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