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特雷诺比率 是什么?

特雷诺比率 A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “特雷诺比率” Used in Practice?

特雷诺比率用于衡量投资组合每单位市场风险带来的超额收益,对多元化投资组合评估至关重要。

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

特雷诺比率 是什么?

A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

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