close
no thumb
Want create site? Find Free WordPress Themes and plugins.

Nobel Laurete William Sharpe developed a model to measure the return earned in excess of the risk free rate (normally Treasury instruments) on a portfolio to the portfolio’s total risk as measured by standard deviation in its returns over the measurement period. The Sharpe ratio is often used to rank the risk-adjusted performance of various portfolios over the same time. The higher a Sharpe ratio, the better a portfolio’s returns have been relative to the amount of investment risk the investor has taken.

Its advantage of other models (CAPM) is that it uses the volatility of portfolio return instead of measuring the volatility against a benchmark (i.e., index). However, its disadvantage is tha it is just a number and is meaningless unless it is compared with several other types of postfolios with similar objectives.

Did you find apk for android? You can find new Free Android Games and apps.
0
Connecting
Please wait...
Send a message

Sorry, we aren't online at the moment. Leave a message.

Your name
* Email
* Phone
Begin Online Chat Now

Need help? Save time by starting your support request online. Simply, enter your Name, Email & Phone no. to begin online Chat Help Service.

* Your name
* Email
* Phone
We're online!
Feedback

Help us help you better! Feel free to leave us any additional feedback.

How do you rate our support?