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