Home > Terms > English, UK (UE) > Sharpe ratio
Sharpe ratio
Ratio that measures the risk-adjusted performance of a portfolio by dividing the excess return (over cash) by the standard deviation of the portfolio's return.
This is auto-generated content. You can help to improve it.
0
0
Improve it
- Part of Speech: noun
- Synonym(s):
- Blossary:
- Industry/Domain: Banking
- Category: Investment banking
- Company: UBS
- Product:
- Acronym-Abbreviation:
Other Languages:
Member comments
Terms in the News
Featured Terms
Hybrid shark
A shark with parents from two different species of sharks, having its genetic structure from one species while looking physically like another. Hybrid ...
Contributor
Featured blossaries
Browers Terms By Category
- Cardboard boxes(1)
- Wrapping paper(1)
Paper packaging(2) Terms
- Physical geography(2496)
- Geography(671)
- Cities & towns(554)
- Countries & Territories(515)
- Capitals(283)
- Human geography(103)
Geography(4630) Terms
- Advertising(244)
- Event(2)
Marketing(246) Terms
- Cooking(3691)
- Fish, poultry, & meat(288)
- Spices(36)
Culinary arts(4015) Terms
- Biochemistry(4818)
- Genetic engineering(2618)
- Biomedical(4)
- Green biotechnology(4)
- Blue biotechnology(1)