Что такое Коэффициент Шарпа?
Коэффициент Шарпа 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 “Коэффициент Шарпа” Used in Practice?
Более высокий коэффициент Шарпа говорит о лучшей доходности с учетом риска и используется при сравнении фондов.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Что такое Коэффициент Шарпа?
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.
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