The meaning and definition of Sharpe Ratio - A mea
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Posted On: 03/15/2013 11:04:51 PM
The meaning and definition of Sharpe Ratio -
A measure of risk-adjusted performance. The Sharpe Ratio is similar to alpha except that it measures risk and performance in excess of a risk-free investment (the 90-day Treasury bill) instead of the benchmark index. Higher values are desirable and indicate greater return per unit of risk.
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