Sharpe ratio (Q1501898)
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measure of an investment's risk premium
- Sharpe index
- reward-to-variability ratio
- Sharpe measure
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharpe ratio |
measure of an investment's risk premium |
|
Statements
![{\displaystyle S_{a}={\frac {E[R_{a}-R_{b}]}{\sigma _{a}}}={\frac {E[R_{a}-R_{b}]}{\sqrt {\mathrm {var} [R_{a}-R_{b}]}}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8af3e648e9e9dd7264d0ba32db0e294fe0ee4844)
Identifiers
1 reference
Sitelinks
Wikipedia(20 entries)
- arwiki نسبة شارب
- azwiki Şarp əmsalı
- cawiki Ràtio de Sharpe
- dawiki Sharpekvote
- dewiki Sharpe-Quotient
- enwiki Sharpe ratio
- eswiki Ratio de Sharpe
- fawiki نسبت شارپ
- fiwiki Sharpen luku
- frwiki Ratio de Sharpe
- hewiki מדד שארפ
- itwiki Indice di Sharpe
- jawiki シャープ・レシオ
- kowiki 샤프 비율
- nlwiki Sharpe-ratio
- plwiki Wskaźnik Sharpe’a
- ptwiki Índice de Sharpe
- ruwiki Коэффициент Шарпа
- viwiki Hệ số Sharpe
- zhwiki 夏普比率