Sharpe ratio
English
Etymology
Named after William F. Sharpe (born 1934), American economist.
Noun
Sharpe ratio (plural Sharpe ratios)
- (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
measure of risk-adjusted performance of an asset
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