Sharpe ratio

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English[edit]

English Wikipedia has an article on:
Wikipedia

Etymology[edit]

Named after William F. Sharpe (born 1934), American economist.

Noun[edit]

Sharpe ratio (plural Sharpe ratios)

  1. (finance) A ratio that measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, used to examine the performance of an investment by adjusting for its risk.

Translations[edit]