sharpe ratio การใช้

• Common measures are the Sharpe ratio ., Treynor measure and Jensen's alpha.
• Thus, fundamentally based indices also had a higher Sharpe ratio than capitalization-weighted indices.
• The Sharpe ratio is awkward to interpret when it is negative.
• Further, it is difficult to directly compare the Sharpe ratios of several investments.
• The Sharpe ratio is the simplest and best known performance measure.
• The higher the Sharpe ratio, the less risk you take for your profits.
• The SFRatio has a striking similarity to the Sharpe ratio.
• The Sharpe ratio, however, emphasizes another part of the story.
• In one version, it has the highest Sharpe ratio.
• In 1966, William F . Sharpe developed what is now known as the Sharpe ratio.
• Therefore, all portfolios should have a Sharpe ratio less than or equal to the market's.
• The table shows risk-adjusted ratios for several major indexes using both Sortino and Sharpe ratios.
• The results hold also when using Sharpe ratio and the raw quarterly return as dependent variables.
• It is tangent to the hyperbola at the pure risky portfolio with the highest Sharpe ratio.
• Because it is a dimensionless ratio, laypeople find it difficult to interpret Sharpe ratios of different investments.
• This is analogous to the Sharpe ratio, which scores risk-adjusted returns relative to the risk-free rate using standard deviation.
• To figure the Sharpe ratio, excess return is divided by the investment's standard deviation _ a statistical measure of volatility.
• For example, how much better is an investment with a Sharpe ratio of 0.5 than one with a Sharpe ratio of-0.2?
• The Sharpe ratio, the basis of the study, is a mathematical formula involving terms that may be unfamiliar to many investors.
• For example, how much better is an investment with a Sharpe ratio of 0.5 than one with a Sharpe ratio of-0.2?