What is a Sharpe Ratio?
Question: What is a Sharpe Ratio?
Sharpe Ratio - Sharpe ratio is a measure for calculating risk-adjusted return. Strategies with higher market excess returns and lower volatility will show higher Sharpe Ratios. So naturally, higher is better.
https://www.investopedia.com/terms/s/sharperatio.asp
Sharpe Ratio - Sharpe ratio is a measure for calculating risk-adjusted return. Strategies with higher market excess returns and lower volatility will show higher Sharpe Ratios. So naturally, higher is better.
https://www.investopedia.com/terms/s/sharperatio.asp
Updated on: 19/09/2022
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