Sharpe ratio

名词 n.
中文释义

英文释义

名词 n.
  1. A ratio that measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, used to examine the performance of an investment by adjusting for its risk.

词形变化

Sharpe ratios plural

词源

Named after William F. Sharpe (born 1934), American economist.
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