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.
Related information about Sharpe ratio:
- Sharpe ratio - Wikipedia, the free encyclopedia
The Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the excess return (or risk premium) per ...
- Sharpe Ratio Definition | Investopedia
A ratio developed by Nobel laureate William F. Sharpe to measure risk-adjusted performance. The Sharpe ratio is calculated by subtracting the risk-free rate ...
- Understanding The Sharpe Ratio
This simple ratio will tell you how much that extra return is really worth.
- The Sharpe Ratio
The historic Sharpe Ratio is closely related to the t-statistic for measuring the statistical significance of the mean differential return. The t-statistic will equal the ...
- Sharpe Ratio - Morningstar
Sharpe Ratio - Definition for Sharpe Ratio from Morningstar - This risk-adjusted measure was developed by Nobel Laureate William Sharpe. It is calculated by ...
- Sharpe Ratio
Make Sharp Investing Decisions Using the Sharpe Ratio As a general rule, people who invest money hope to make a profit off their investments. To this end ...
- Sharpe Ratio - Moneychimp
Definition and description of the Sharpe Ratio, used to evaluate the reward-to- risk efficiency of investments and build efficient portfolios.
- Sharpe ratio - Wiki | The Motley Fool
The Sharpe ratio, which was developed by William Forsyth Sharpe, helps investors put risk into meaningful context. Two different investments may have very ...