Was ist Sharpe-Ratio?
Sharpe-Ratio A risk-adjusted performance metric that calculates the excess return per unit of total portfolio risk, typically expressed as the ratio of portfolio excess return over the risk-free rate to the portfolio's standard deviation.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Sharpe-Ratio” Used in Practice?
Das Sharpe-Ratio des Portfolios verbesserte sich, nachdem die Diversifikation die Gesamtvolatilität im Vergleich zur risikofreien Rendite verringert hatte.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Was ist Sharpe-Ratio?
A risk-adjusted performance metric that calculates the excess return per unit of total portfolio risk, typically expressed as the ratio of portfolio excess return over the risk-free rate to the portfolio's standard deviation.
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