Sharpe ratio/Definition: Difference between revisions
Jump to navigation
Jump to search
imported>Nick Gardner (New page: <noinclude>{{Subpages}}</noinclude> a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current risk-free rate of return fro...) |
imported>Nick Gardner No edit summary |
||
| Line 1: | Line 1: | ||
<noinclude>{{Subpages}}</noinclude> | <noinclude>{{Subpages}}</noinclude> | ||
a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current risk-free rate | a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current [[risk-free interest rate]] from the portfolio's current rate of return and dividing the result by the [[standard deviation]] of its rate of return. | ||
Revision as of 02:24, 10 August 2010
This article contains just a definition and optionally other subpages (such as a list of related articles), but no metadata. Create the metadata page if you want to expand this into a full article.
Sharpe ratio [r]: a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current risk-free interest rate from the portfolio's current rate of return and dividing the result by the standard deviation of its rate of return.