AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
Sharpe Ratio
- information coefficient
- Active risk and information ratio
- beta and sharpe ratio
- sharpe ratio
- sharpe ratio beta
- 資訊比率 information ratio公式
- information ratio formula
- beta sharpe ratio
- sharpe ratio
- excess return
- sharp ratio
- excess returns
- information ratio
- 資訊比information ratio
- treynor ratio
- 資訊比率 information ratio
- beta sharpe ratio
- share ratio
- sharpe ratio information ratio
- information ratio vs sharpe ratio
- information gain ratio
- 資訊比率
- sharpe ratio beta
- sharpe ratio information ratio
- information ratio中文
TheSharperatioisoneofthemostwidelyusedmethodsformeasuringrisk-adjustedrelativereturns.Itcomparesafund'shistoricalorprojectedreturns ...
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