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![Sharpe Ratio Definition | Investopedia - Investopedia - Educating the world about finance]()
www.investopedia.comThe Sharpe ratio is calculated by subtracting the risk-free rate - such as that of the 10-year U.S. ...瀏覽：1148 -
![Portfolio Performance: Measuring Portfolio Returns; Sharpe Ratio, Treynor Ratio, and Jensen Alpha]()
thismatter.comHow to calculate the return of a portfolio and compare it to other portfolios, including measuring the risk-return trade-off using the Sharpe ratio, Treynor ratio, and Jensen’s Alpha.瀏覽：414
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日期：2024-07-13
2008年3月26日 - 舉例如(1)一檔基金它的Beta指數是0.4809、年化標準差是30.469 Sharpe指數是0.0812(2)另一檔基金它的Beta指數是1.0929、年化標準差 ......
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日期：2024-07-16
Financial Formulas used in return calculations for managed futures and hedge funds. Annualized standard deviation ... Our CTA List What are Managed Futures CTA Spotlight Investment Swindles Our Formulas Glossary of Terms How to Invest FAQ About Us...
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日期：2024-07-16
風險係數是評估基金風險的指標，通常是以「標準差」（standard deviation）、「貝他係數」（βcoefficient）與「夏普指數」（sharpe index）三項來表示。 「標準差」 標準差簡單 ......
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日期：2024-07-15
There are five main indicators of investment risk that apply to the analysis of stocks, bonds and mutual fund portfolios. They are alpha, beta, r-squared, standard deviation and the Sharpe ratio. These statistical measures are historical predictors of inv...
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日期：2024-07-11
There are five main indicators of investment risk that apply to the analysis of stocks, bonds and mutual fund portfolios. They are alpha, beta, r-squared, standard deviation and the Sharpe ratio. These statistical measures are historical predictors of inv...
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日期：2024-07-15
Risk Measures at a Glance In addition to the Sharpe ratio, here are four measures of risk often used in investment analysis: Beta compares an investment's volatility against a benchmark such as the S&P 500. It shows how an investment's historical returns ...
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日期：2024-07-15
Definition and description of the Sharpe Ratio, used to evaluate the reward-to-risk efficiency of investments and build efficient portfolios. ... The previous page showed that the efficient frontier is where the most risk-efficient portfolios are, for a g...
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日期：2024-07-12
Where: S a = Sharpe Ratio of Asset R a = Annualized Asset Return R f = Annualized Risk-Free Rate σ a = Standard Deviation of Excess Returns For mutual funds, the numerator in Equation 4 (R a - R f) is the ......
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