用哩D.S.Lite那麼久,今天才看到別人1月份就寫出來的Report,D.S.Lite在下載時I/O量的確是個驚人的數據成長,各位可以依照以下轉貼的報告自己嘗...
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Sharpe ratio
A negative Sharpe ratio means the portfolio has underperformed its benchmark. All other things being equal, an investor typically prefers a higher positive ... ...(以下省略)
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A negative Sharpe ratio means the portfolio has underperformed its benchmark. All other things being equal, an investor ...
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The Sharpe Ratio is a measure of risk-adjusted return, which compares an investment's excess return to its standard devi...
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Sharpe Ratio is the risk-adjusted return of a portfolio measured by dividing the excess return by the standard deviation...
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The Sharpe ratio is one of the most widely used methods for measuring risk-adjusted relative returns. It compares a fund...
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由 WF Sharpe 著作 · 被引用 4343 次 — The Sharpe Ratio is designed to measure the expected return per unit of risk for a zer...
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The Sharpe ratio is a measure of risk-adjusted return. It describes how much excess return you receive for the volatilit...
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2019年3月16日 — 1. 什麼是夏普率? ... 「在承受1%的風險下,能得到多少報酬?」 例如夏普率0.5,代表承受1%的波動風險下,長期可以創造0.5%的報酬率。 也可以說想得到5%的 ...
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夏普值(Sharpe Ratio). 「夏普值」是用來衡量投資組合報酬及風險之重要指標,計算公式為(報酬率–無風險利率)/標準差。當夏普值越高,表示在相同風險水平下,投資者能夠 ...
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2022年3月18日 — 夏普值(Sharpe Ratio),也稱夏普比率,是衡量投資組合CP值的首選指標。簡單來說,就是判定投資組合能否用「愈低的波動」,尋求「愈高的報酬」。
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