Qu'est-ce que Ratio de Sharpe ?
Ratio de Sharpe A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Ratio de Sharpe” Used in Practice?
Un ratio de Sharpe élevé indique de meilleurs rendements ajustés au risque, ce qui en fait une mesure privilégiée dans l’analyse des fonds.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Qu'est-ce que Ratio de Sharpe ?
A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.
Where can I learn this term for free?
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