Qu'est-ce que 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?
Le ratio de Sharpe du portefeuille s'est amélioré après que la diversification a réduit sa volatilité globale par rapport au rendement sans risque.
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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 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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