Sharpe ratio en · NOUN
Etymology
Named after William F. Sharpe (born 1934), American economist.
Meanings
- 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.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Sharpe ratios | Number=Plur | lexicographic |
Translations (5)
fi Sharpen luku (measure of risk-adjusted performance of an asset) · de Sharpe-Quotient (measure of risk-adjusted performance of an asset) · de Sharpe-Verhältnis (measure of risk-adjusted performance of an asset) · sv Sharpekvot (measure of risk-adjusted performance of an asset) · de Sharpe-Maß (measure of risk-adjusted performance of an asset)