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Jan 30, 2024 · What Is the Sharpe Ratio? 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...
Jan 30, 2024 · The Sharpe ratio is a measure of risk-adjusted return. It describes how much excess return you receive for the volatility of holding a riskier asset.
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk.
Mar 27, 2024 · The Sharpe ratio measures the risk-adjusted return on an investment or portfolio, developed by the economist William Sharpe. The Sharpe ratio can be used to evaluate the total...
Feb 27, 2024 · The Sharpe ratio—also known as the modified Sharpe ratio or the Sharpe index—is a way to measure the performance of an investment by taking risk into account.
Dec 8, 2023 · Named after its inventor, Nobel Prize winner William F. Sharpe, the Sharpe ratio addresses total returns relative to the amount of risk you incurred with your positions.
Apr 23, 2024 · The Sharpe ratio is a financial metric that helps you determine whether the risk you've taken on has generated high enough returns compared to the...
