Examples of 'sharpe ratio' in a sentence
Meaning of "sharpe ratio"
The Sharpe ratio is a financial measure that calculates the risk-adjusted return of an investment. It is used to evaluate the performance of an asset or portfolio by considering both the overall return and the level of risk taken to achieve that return. A higher Sharpe ratio indicates better risk-adjusted performance
Show more definitions
- A ratio that measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, used to examine the performance of an investment by adjusting for its risk.
How to use "sharpe ratio" in a sentence
Basic
Advanced
sharpe ratio
Using the Sharpe ratio to compare investments.
The SFRatio has a striking similarity to the Sharpe ratio.
The Sharpe ratio has also been historically high.
One way of considering these dynamics is the Sharpe ratio.
The Sharpe ratio is not even comparable with dark pools.
This strategy generates outstanding returns and a very high Sharpe ratio.
The Sharpe ratio is used to gauge performance that is risk adjusted.
It aims to achieve a higher Sharpe ratio than both mixes in the long term.
The Sharpe ratio also known as the reward to variability ratio.
One of the most common ways to measure risk premium is the Sharpe Ratio.
The Sharpe ratio is the simplest and best known performance measure.
The expected excess return per unit of risk is known as the Sharpe ratio.
A portfolio with a higher Sharpe ratio is considered superior relative to its peers.
Sharpe Ratio takes into account the risk taken as well as the returns achieved.
A portfolio with a higher Sharpe ratio is considered better in relation to its peers.
See also
This is an improvement upon the Sharpe Ratio.
A negative Sharpe ratio indicates that the fund is performing worse than a riskless asset.
One such indicator is the Sharpe Ratio.
A high Sharpe ratio is good when compared to similar portfolios or funds with lower returns.
The higher the Sharpe Ratio the better.
The Sharpe ratio has several weaknesses including an assumption that investment returns are normally distributed.
Both also outperformed based on the Sharpe Ratio.
The Sharpe ratio is a number that compares the return of a mutual fund with the volatility.
Table 7 presents the results in terms of Sharpe ratio.
The lower Sharpe Ratio of the two is your final score.
In one version, it has the highest Sharpe ratio.
Sharpe ratio measures the reward for taking risk ( measured in terms of volatility ).
I know you have got a 3 Sharpe ratio strategy.
A Sharpe ratio is a measure of an asset 's performance relative to its volatility.
So one improvement we can make over the Sharpe ratio is the so-called.
Sharpe Ratio - this parameter shows strategy efficiency and reliability.
In most cases, the oil price filter generates the highest Sharpe ratio.
Naturally, the Sharpe ratio may change with market fluctuations.
In table 5 and 6 we present the results in these scenarios relative to the Sharpe ratio.
Note that the Sharpe ratio is a measure of risk-adjusted returns.
Furthermore, small cap stocks provide a higher Sharpe ratio than blue chip stocks.
The Sharpe ratio is a metric used to measure a fund or a portfolio 's risk-adjusted returns.
Therefore, all portfolios should have a Sharpe ratio less than or equal to the market 's.
These solutions are designed to reduce volatility and maximum drawdown, while improving the Sharpe ratio.
Thus, for negative returns, the Sharpe ratio is not a particularly useful tool of analysis.
Risk-adjusted returns are calculated for the different strategies using the Sharpe ratio.
The interpretation of the Sharpe Ratio is straightforward, the higher the ratio the better.
We define the Differential Sharpe ratio as,.
Mathematically, the Sharpe ratio can be expressed as under,.
Finally, you have the risk-return metrics of standard deviation, beta, and sharpe ratio.
Developed by Nobel laureate economist William Sharpe, the Sharpe ratio measures risk-adjusted performance.
Balance + max Sharpe Ratio - the value of the product of balance and Sharpe ratio ;.
Probably the best-known risk-adjusted performance measure is the Sharpe ratio.
How is the Sharpe ratio calculated?
There are five principal risk measures, alpha, beta, r-squared, standard deviation and the Sharpe ratio.
You'll also be interested in:
Examples of using Ratio
Show more
Gross enrolment ratio at secondary level percentage
Ratio of owned versus leased office space
See proper dilution ratio instructions on bottle
Examples of using Sharpe
Show more
Sharpe just threw away his promotion
The same instructions apply to the sharpe
Sharpe is the one with the suggestion
