TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.,Treynor,isameasurementofthereturnsearnedinexcessofthatwhichcouldhavebeenearnedonaninvestmentthathasnodiversifiablerisk(e.g....
Sharpe Ratio vs. Treynor Ratio
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- tracking error
- treynor ratio
- sharp ratio
- information gain ratio
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- information ratio
- capm alpha
- information ratio中文
- treynor ratio
- information ratio vs sharpe ratio
- information ratio formula
- benchmark portfolio中文
- tracking error
- information ratio
- information ratio
- information ratio vs sharpe ratio
- information ratio中文
- information ratio
- information ratio formula
- information ratio中文
- information ratio 公式
- treynor ratio
- excess return
TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.
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