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列表文章資訊參考來源
Sharpe Ratio: Definition, Formula, and Examples
The Sharpe ratio compares the return of an investment with its risk. It's a mathematical expression of the insight that excess returns over a period of time ... ...(以下省略)
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2021年8月5日 — The Sharpe ratio is the return earned above the risk-free rate per volatility of the portfolio. It aids th...
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The Sharpe ratio and the information ratio are routinely used in performance assessment; they are among the original ris...
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The information ratio is similar to the Sharpe ratio, the main difference being that the Sharpe ratio uses a risk-free r...
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2008年2月10日 — The Sharpe Ratio reflects the ratio of all excess returns over the risk free rate to the total risk (or s...
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The Sharpe ratio is used more to evaluate low-volatility investment portfolios, and the Sortino variation is used more t...
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The information ratio (IR) measures portfolio returns and indicates a portfolio manager's ability to generate excess ret...
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The Sharpe ratio helps investors understand an investment's return compared to its risk while the Treynor ratio explores...
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The Sharpe ratio compares the return of an investment with its risk. It's a mathematical expression of the insight that ...
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The information ratio and Sharpe ratios measure risk-adjusted returns, but the information ratio focuses on evaluating a...
information ratio vs sharpe ratio 參考影音
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