Sharpe ratio
id:
sharpe-ratio-188-7744190
title:
Sharpe ratio
text:
In finance, the Sharpe ratio measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk. It is defined as the difference between the returns of the investment and the risk-free return, divided by the standard deviation of the investment returns. It represents the additional amount of return that an investor receives per unit of increase in risk. It was named after William F. Sharpe, who developed it in 1966.
brand slug:
wiki
category slug:
encyclopedia
description:
Formula for measuring financial risk
original url:
https://en.wikipedia.org/wiki/Sharpe_ratio
date created:
2004-08-27T14:18:19Z
date modified:
2024-09-08T22:51:31Z
main entity:
{"identifier":"Q1501898","url":"https://www.wikidata.org/entity/Q1501898"}
image:
fields total:
13
integrity:
15