Sharpe ratio: Difference between revisions
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imported>Doug Williamson (Create page. Source: Economic Times https://economictimes.indiatimes.com/definition/Sharpe-Ratio) |
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*[[Rewarded risk]] | *[[Rewarded risk]] | ||
*[[Risk]] | *[[Risk]] | ||
*[[Risk-adjusted return]] | |||
*[[Total return]] | *[[Total return]] | ||
[[Category: | [[Category:Financial_products_and_markets]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Investment]] | [[Category:Investment]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] | ||
Latest revision as of 09:30, 30 November 2023
Investment appraisal.
The Sharpe ratio is the measure of risk-adjusted return of a financial portfolio.
A portfolio with a higher Sharpe ratio would be considered superior relative to others.
