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Che cos'e Indice di Sharpe?

Indice di 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 “Indice di Sharpe” Used in Practice?

L’indice di Sharpe del portafoglio è migliorato dopo che la diversificazione ne ha ridotto la volatilità complessiva rispetto al rendimento privo di rischio.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Che cos'e Indice di 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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