¿Qué es Ratio de Sharpe?
Ratio de Sharpe 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 “Ratio de Sharpe” Used in Practice?
El ratio de Sharpe de la cartera mejoró tras la diversificación, que redujo su volatilidad general frente al rendimiento libre de riesgo.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Download Free for iOSFrequently Asked Questions
¿Qué es Ratio de Sharpe?
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.
Where can I learn this term for free?
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