![sharpe ratio beta](http://farm2.static.flickr.com/1099/526643043_9aefcbba3c_o.png)
Itisusedtomeasurethedispersionoftheactualreturnfromthemutualfund'sexpectedreturn.Itisawidelyusedmeasureduetoitsconsistency.,Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundi...
22. Mutual Fund Beta, SD, and Sharpe Ratio
- what is the sharpe ratio of a portfolio
- information ratio
- sharpe ratio beta
- sharpe ratio beta
- information ratio
- information coefficient
- tracking error
- information ratio 基金
- capm
- beta and sharpe ratio
- tracking error
- information ratio
- sharp ratio
- sharpe ratio beta
- sharpe ratio
- sharp ratio
- excess returns
- treynor ratio
- treynor ratio
- beta值計算
- information ratio vs sharpe ratio
- share ratio
- information ratio formula
- beta sharpe ratio
- information gain ratio
Now,ifthebetaofamutualfundisequalto1,thenitmeansthefundisasriskyasitsbenchmark.Forexample,ifthebenchmarkfallsby1%,thefundis ...
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