TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.,Treynor,isameasurementofthereturnsearnedinexcessofthatwhichcouldhavebeenearnedonaninvestmentthathasnodiversifiablerisk(e.g....
Treynor Ratio
- tracking error
- treynor ratio
- information ratio formula
- sharp ratio
- sharpe ratio beta
- information ratio 基金
- information ratio中文
- treynor ratio
- information ratio中文
- information ratio vs sharpe ratio
- information ratio中文
- information ratio中文
- sharpe ratio beta
- sharpe ratio beta
- information ratio formula
- 資訊比information ratio
- sharpe ratio information ratio
- sharp ratio
- information coefficient
- information ratio 基金
- information ratio vs sharpe ratio
- information coefficient
- treynor ratio
- information ratio
- information ratio
Itisaperformanceratiothathelpsindetermininghowmuchsurplusreturnwasgeneratedforeveryriskunitaportfoliotakes.
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