RSS
Twitter
Facebook
LinkedIn
Newsletter
Sharpe Ratio
Posted By: TradersLog
Sharpe Ratio is a risk adjusted measure of a fund’s market performance. It measures a fund’s average historical return per unit of risk. The higher the number the better the fund has performed. This performance measure was developed by William F. Sharpe who won the nobel prize in Economics along with three other economists for their contributions to Modern Portfolio Theory.
Leave a Reply
By submitting a comment here you grant Traders Log a perpetual license to reproduce your words and name/web site in attribution. Inappropriate or irrelevant comments will be removed at an admin's discretion.