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Definition:The Sharpe ratio is an investment measurement that is used to calculate the average return beyond the risk free rate of volatility per unit. In other words, it’s a calculation that measures the actual return of an investment adjusted for the riskiness of the investment. This measure...
Understanding the Sharpe Ratio: Definition, Formula, and Examples When it comes to evaluating investments and assessing their risk-adjusted returns, the Sharpe Ratio is a powerful tool that can provide insights about potential opportunities. In this article, we will delve into the details of what t...
Utilize the Sharpe Ratio to assess investment risk and return for better portfolio management with The Strategic CFO®.
Why does the Sharpe Ratio matter? The higher the Sharpe ratio is, the more return the investor is getting per unit of risk. The lower the Sharpe ratio is, the more risk the investor is shouldering to earn additional returns. Thus, the Sharpe ratio ultimately 'levels the playing field' amo...
Sharpe ratio is a measure of excess return earned by investment per unit of total risk. It is calculated by dividing excess return (which equals return minus risk free rate) by standard deviation of the investment returns.
Advantages and Limitations of Sharpe Ratio Lesson Summary Frequently Asked Questions What does the Sharpe ratio tell you? The Sharpe Ratio was introduced by William F. Sharpe as a way to gauge an investment's potential by adjusting for its risk. The higher the Sharpe Ratio, the better the inv...
Definition The Sharpe ratio is a mathematical indication that excess returns over time may be the result of volatility and risk rather than investing skill. What Is the Sharpe Ratio? The Sharpe ratio compares the return of an investment with its risk. It's a mathematical expression of the insi...
A definition for the term Sharpe's Ratio is presented. It refers to a measure of the return on a security adjusted for risk. Calculated by dividing the annualized percentage return on a security by the standard deviation of the returns....