夏普比率 是什么？
夏普比率 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 “夏普比率” Used in Practice?
多元化降低了整体波动率，相较于无风险收益后，投资组合的夏普比率提高了。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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夏普比率 是什么？
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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