シャープレシオとは？
シャープレシオ 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 “シャープレシオ” Used in Practice?
分散投資によって全体的な変動性がリスクフリーリターンに対して減少し、ポートフォリオのシャープレシオが改善しました。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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シャープレシオとは？
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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