Sharpe ratio

From ACT Wiki
Revision as of 23:14, 22 August 2020 by imported>Doug Williamson (Create page. Source: Economic Times https://economictimes.indiatimes.com/definition/Sharpe-Ratio)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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.


See also