Usually, any Sharpe ratio greater than 1.0 is considered acceptable to good by investors. A ratio higher than 2.0 is rated as very good. A ratio of 3.0 or higher is considered excellent. A ratio under 1.0 is considered sub-optimal. Certain factors can affect the Sharpe ratio. For instance,...
Learn what a stock is, including the different types of stocks, and why you should consider investing in the stock market.
For mutual funds, the FMV is often used interchangeably with the Net Asset Value (NAV). Net Asset Value of a mutual fund is the market price of a mutual fund unit. Investors can buy and sell mutual funds at the NAV. A mutual fund’s NAV is the difference between the total assets and...
Oasis11-It is really a good idea to determine the level of risk that you want to take on. Some people prefer safe investments like bonds because they can not see their market capital fluctuate. Many fund companies offer investors quizzes to determine their risk tolerance level. You can also...
However, strong outperformance, coupled with a very low R-Squared ratio, will mean more analysis is required to identify the reason for outperformance. #5 - Sortino Ratio (Risk Adjusted Return) Sortino ratio is a variation of the Sharpe ratio. Sortino takes the portfolio’s return and divides...
Currently, BlackRock Floating Rate is very steady.BlackRock Floating Ratesecures Sharpe Ratio (or Efficiency) of 0.0398, which signifies that the etf had a 0.0398% return per unit of standard deviation over the last 3 months. We have found twenty-ninetechnical indicatorsfor BlackRock Floating Rate...
At this point, Morgan Stanley is not too volatile. Morgan Stanley China has Sharpe Ratio of 0.0406, which conveys that the entity had a 0.0406% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Morgan Stanley, which you can use to evaluate...
The idea of empirically testing the factors used to select the stocks for a portfolio is a powerful one. It is far superior to the ad hoc techniques used by many mutual fund managers. By using empirical analysis, the historical performance of a portfolio and its associated risk can be quanti...
“Listen to the teachers.” I don’t know about you, but I used to hear that all the time from my parents–and it was good advice for a young student. It’s good advice for an investor too: A little-known outfit nicknamed “The Teachers” is indisputably the biggest and, I think,...
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