Sharpe Ratio Definition

Sharpe Ratio Definition & Formula | Investopedia

The Sharpe ratio is the average return earned in excess of the risk-free rate per unit of volatility or total risk.

Sortino Ratio · Standard Deviation · Risk-Adjusted Return · Modified Sharpe Ratio · Treynor Ratio

Sharpe ratio – Wikipedia


The Sharpe Ratio Defined – Morningstar, Inc.

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 relative to the risk it has taken on.

Sharpe ratio financial definition of Sharpe ratio

Sharpe ratio. Using the Sharpe ratio is one way to compare the relationship of risk and reward in following different investment strategies, such as emphasizing growth or value investments, or in holding different combinations of investments.

Sharpe Ratio Definition & Example | InvestingAnswers

The higher the Sharpe ratio is, the more return the investor is getting per unit of risk. The lower the Sharpe ratio is, the more risk the investor is shouldering to earn additional returns.

Sharpe Ratio Definition | Sharpe Ratio Formula • The

Sharpe Ratio Definition. Sharpe ratio, defined as the excess return or risk premium of a well diversified portfolio or investment per unit of risk, which is measured using standard deviation.You may also know this ratio as the reward to variability ratio or the reward to volatility ratio.

Definition of ‘Sharpe Ratio’ – The Economic Times

Definition: Sharpe ratio is the measure of risk-adjusted return of a financial portfolio.A portfolio with a higher Sharpe ratio is considered superior relative to its peers. The measure was named after William F Sharpe, a Nobel laureate and professor of finance, emeritus at Stanford University.

What is Sharpe Ratio? definition and meaning

A risk-adjusted measure developed by William F. Sharpe, calculated using standard deviation and excess return to determine reward per unit of risk. The higher the Sharpe ratio, the better the fund’s historical risk-adjusted performance.

Sharpe Ratio – Corporate Finance Institute

The Sharpe Ratio is a measure of risk adjusted return comparing an investment’s excess return over the risk free rate to its standard deviation of returns. The Sharpe Ratio (or Sharpe Index) is commonly used to gauge the performance of an investment by adjusting for its risk.

Understanding The Sharpe Ratio – Investopedia

Using the Sharpe Ratio The Sharpe ratio is a measure of return that is often used to compare the performance of investment managers by making an adjustment for risk.

Sharpe Ratio – Formula | Analysis | Example | Calculation

What Is The Sharpe Ratio?

How to Calculate Sharpe Ratio: Definition, Formula

Definition of the Sharpe Ratio As a measure for calculating risk-adjusted return, the Sharpe Ratio is named after William F. Sharpe of the Stanford University.

Sharpe ratio Definition –

Takedown. The share of securities of each participating investment banker in a new or a secondary offering, or the price at which the securities are distributed to the different members of an

Sharpe Ratio – Morningstar

Sharpe Ratio. This risk-adjusted measure was developed by Nobel Laureate William Sharpe. It is calculated by using standard deviation and excess return to determine reward per unit of risk.