There are certain drawbacks to each of these ratios. Where the Sharpe ratio fails is that it is accentuated by investments that don't have a normal distribution of returns like hedge funds.2Many of them use dynamic trading strategies and options that can skew their returns. The main disadvanta...
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a suitable risk free rate of return is the current yield on 10-year U.S. government bonds. That is the convention used in the Sharpe ratio spreadsheet available for download at the top of this article.
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,...
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2. The Sharpe Ratio is used to rank the performance of ___ managers? Hedge fund private equity fund Efficient-market hypothesis Mutual fund Create your account to access this entire worksheet A Premium account gives you access to all lesson, practice exams, quizzes & worksheets Access...
A.1.5 B.2 C.-2 D.-1.5 查看答案
At this point, Ametek is very steady.Ametek Incsecures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-ninetechnical indicatorsfor Ametek Inc, which you can use to evaluate...
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