Risk–return ratio
id:
risk-return-ratio-198-9051709
title:
Risk–return ratio
text:
The risk-return ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a straightforward way: where P s t a r t and P e n d simply refer to the price by the start and end of the time period. The risk is measured as the percentage maximum drawdown (MDD) for the specific period: where DDt, DDt-1, Pt and Pt-1 refer the drawdown (DD) and prices (P) at a specific point in time, t, or the time right before that, t-1. The r
brand slug:
wiki
category slug:
encyclopedia
description:
Mathematical ratio
original url:
https://en.wikipedia.org/wiki/Risk%E2%80%93return_ratio
date created:
date modified:
2023-10-02T06:41:36Z
main entity:
{"identifier":"Q7336298","url":"https://www.wikidata.org/entity/Q7336298"}
image:
fields total:
13
integrity:
14