Sterling ratio
id:
sterling-ratio-253-722960
title:
Sterling ratio
text:
The Sterling ratio (SR) is a measure of the risk-adjusted return of an investment portfolio. While multiple definitions of the Sterling ratio exist, it measures return over average drawdown, versus the more commonly used max drawdown. While the max drawdown looks back over the entire period and takes the worst point along that equity curve, a quick change of the look back allows one to see what the worst peak to valley loss was for each calendar year as well. From there, the drawdowns of each ye
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Sterling_ratio
date created:
date modified:
2022-02-28T14:15:18Z
main entity:
{"identifier":"Q7611490","url":"https://www.wikidata.org/entity/Q7611490"}
image:
fields total:
13
integrity:
13