sharpe ratio calculation

GoGoFund--何謂夏普指數(Sharpe Ratio)?大家覺得呢??? 何謂夏普指數(Sharpe Ratio)? 投資學有一個鐵律,即投資標的的預期報酬越高,投資人所能忍受的波動風險越高;反之,預期報酬越低,波動風險也越低。所以投資人選擇投資標的與投資組合的主要目的為:在固定所能承受的風險下,追求最大的報酬 ......

全文閱讀

The Sharpe Ratio 圖片來自:http://androidheadlines.com 現在智慧型手機的比拼可說是競爭愈來愈激烈~不論是手機尺吋大小,還是相機的強大畫素~甚至就連裡頭所搭配的核心處理器~都是以等比級數往上加爽的~記得今年初我們也才跟手機迷介紹過第一款搭載四核心處理器的手機(印象中是LG發表的OptimuThe Sharpe Ratio William F. Sharpe Stanford University Reprinted fromThe Journal of Portfolio Management, Fall 1994 This copyrighted material has been reprinted with permission from The Journal of Portfolio Management. Copyright © Institutional Investor, ...

全文閱讀

Performance Ratios: The Sharpe Ratio and Beyond » The Calculating Investor哈哈哈....這是哪招!? I’ve started to use the Omega Ratio as my “go to” performance benchmark because it addressess the shortcomings of traditional benchmarks like the Sharpe or Sortino Ratio. For example, the Sharpe Ratio approximates the returns distribution with the mean an...

全文閱讀