Sharpe Ratio: Risk Free Rate, Standard Deviation, With Profits, Treynor Ratio, Jensen's Alpha, Mutual Fund, S&P 500

 
9786130494285: Sharpe Ratio: Risk Free Rate, Standard Deviation, With Profits, Treynor Ratio, Jensen's Alpha, Mutual Fund, S&P 500
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The Sharpe ratio or Sharpe index or Sharpe measure or reward-to-variability ratio is a measure of the excess return (or Risk Premium) per unit of risk in an investment asset or a trading strategy, named after William Forsyth Sharpe. he Sharpe ratio is used to characterize how well the return of an asset compensates the investor for the risk taken. When comparing two assets each with the expected return E[R] against the same benchmark with return Rf, the asset with the higher Sharpe ratio gives more return for the same risk. Investors are often advised to pick investments with high Sharpe ratios. However like any mathematical model it relies on the data being correct.

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