Sharpe ratio/Definition: Difference between revisions
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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...) |
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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 01:24, 10 August 2010
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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.