Sharpe ratio

From Citizendium
Revision as of 05:49, 20 January 2010 by imported>Daniel Mietchen (lemma)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

Sharpe ratio [r]: Measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting 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. [e]

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.