The **Sharpe ratio** uses standard deviation to measure a fund's risk-adjusted
returns. The higher a fund's **Sharpe ratio**, the better a fund's returns have been . The **Sharpe ratio** is a **ratio** of return versus risk. The formula is: (Rp-Rf)/ ?p where:
Rp = the expected return on the investor's portfolio. Rf = the risk-free rate of . Apr 5, 2012 **. ** Instead of just focusing on returns, fund investors need to be aware of the risk
and volatility they expose themselves to. The **Sharpe ratio** is a . William **Sharpe** devised the **Sharpe ratio** in 1966 to measure this risk/return
relationship, and it has been one of the most-used investment **ratios** ever since.
Here . To avoid ambiguity, we **define** here both ex ante and ex post versions of the
**Sharpe Ratio**, beginning with the former. With the exception of this section,
however, . **Definition**[edit]. Since its revision by the original author, William **Sharpe**, in 1994,
the ex-ante **Sharpe ratio** is defined as:. The **Sharpe Ratio** is a measure for calculating risk-adjusted return, and this **ratio**
has become the industry standard for such calculations.This simple **ratio** will tell you how much that extra return is really worth.. Since
the **Sharpe ratio** was derived in 1966 by William **Sharpe**, it has been one of the
most referenced risk/return measures used in finance, and much. . Hot
**Definitions** . **Definition**: The **Sharpe** **ratio** is computed in context of the **Sharpe**-Linter CAPM. Defined for an asset portfolio a that has mean m More »

The **Sharpe ratio** uses standard deviation to measure a fund's risk-adjusted
returns. The higher a fund's **Sharpe ratio**, the better a fund's returns have been . The **Sharpe ratio** is a **ratio** of return versus risk. The formula is: (Rp-Rf)/ ?p where:
Rp = the expected return on the investor's portfolio. Rf = the risk-free rate of . Apr 5, 2012 **. ** Instead of just focusing on returns, fund investors need to be aware of the risk
and volatility they expose themselves to. The **Sharpe ratio** is a . William **Sharpe** devised the **Sharpe ratio** in 1966 to measure this risk/return
relationship, and it has been one of the most-used investment **ratios** ever since.
Here . To avoid ambiguity, we **define** here both ex ante and ex post versions of the
**Sharpe Ratio**, beginning with the former. With the exception of this section,
however, . **Definition**[edit]. Since its revision by the original author, William **Sharpe**, in 1994,
the ex-ante **Sharpe ratio** is defined as:. The **Sharpe Ratio** is a measure for calculating risk-adjusted return, and this **ratio**
has become the industry standard for such calculations.This simple **ratio** will tell you how much that extra return is really worth.. Since
the **Sharpe ratio** was derived in 1966 by William **Sharpe**, it has been one of the
most referenced risk/return measures used in finance, and much. . Hot
**Definitions** . **Definition**: The **Sharpe** **ratio** is computed in context of the **Sharpe**-Linter CAPM. Defined for an asset portfolio a that has mean m More »

definition ratio sharpeLocations

The **Sharpe ratio** uses standard deviation to measure a fund's risk-adjusted
returns. The higher a fund's **Sharpe ratio**, the better a fund's returns have been . The **Sharpe ratio** is a **ratio** of return versus risk. The formula is: (Rp-Rf)/ ?p where:
Rp = the expected return on the investor's portfolio. Rf = the risk-free rate of . Apr 5, 2012 **. ** Instead of just focusing on returns, fund investors need to be aware of the risk
and volatility they expose themselves to. The **Sharpe ratio** is a . William **Sharpe** devised the **Sharpe ratio** in 1966 to measure this risk/return
relationship, and it has been one of the most-used investment **ratios** ever since.
Here . To avoid ambiguity, we **define** here both ex ante and ex post versions of the
**Sharpe Ratio**, beginning with the former. With the exception of this section,
however, . **Definition**[edit]. Since its revision by the original author, William **Sharpe**, in 1994,
the ex-ante **Sharpe ratio** is defined as:. The **Sharpe Ratio** is a measure for calculating risk-adjusted return, and this **ratio**
has become the industry standard for such calculations.This simple **ratio** will tell you how much that extra return is really worth.. Since
the **Sharpe ratio** was derived in 1966 by William **Sharpe**, it has been one of the
most referenced risk/return measures used in finance, and much. . Hot
**Definitions** . **Definition**: The **Sharpe** **ratio** is computed in context of the **Sharpe**-Linter CAPM. Defined for an asset portfolio a that has mean m More »

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