sharpe ratio sharpe ratio

Creator:
Language pair:English
Definition / notes:The reward-to-risk ratio, discounting for the risk-free interest rate. It is calculated as follows: Annualized geometric performance - Risk-free interest rate annual standard deviation.



From: Investing in Hedge Funds, Joseph G. Nicholas.

Your current localization setting

English

Select a language

All of ProZ.com
  • All of ProZ.com
  • Term search
  • Jobs
  • Forums
  • Multiple search