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...
列表文章資訊參考來源
Difference between Sharpe ratio, Treynor ratio and ...
Information ratio is a highly useful tool when one wants to evaluate the performance of an active fund manager. Alpha is the indicator of the stock picking ... ...(以下省略)
** 本站引用參考文章部分資訊,基於少量部分引用原則,為了避免造成過多外部連結,保留參考來源資訊而不直接連結,也請見諒 **
-
2021年8月5日 — The information ratio (IR) is the proportion of the active return to the volatility of the active returns,...
-
-
The Sharpe ratio and the information ratio are routinely used in performance assessment; they are among the original ris...
-
The information ratio is similar to the Sharpe ratio, the main difference being that the Sharpe ratio uses a risk-free r...
-
2015年9月2日 — If we refer to the original definitions, then that is the primary difference - Sharpe's ratio looks at rew...
-
2008年2月10日 — The Sharpe Ratio: The Sharpe Ratio reflects the ratio of all excess returns over the risk free rate to th...
-
Information ratio is a highly useful tool when one wants to evaluate the performance of an active fund manager. Alpha is...
-
The information ratio (IR) measures portfolio returns and indicates a portfolio manager's ability to generate excess ret...
-
2011年6月15日 — Sharpe ratio is the excess return over volatility. It is return adjusted by risk measured in isolation, y...
-
2024年4月24日 — The information ratio and Sharpe ratios measure risk-adjusted returns, but the information ratio focuses ...
information ratio vs sharpe ratio 參考影音
繼續努力蒐集當中...