Sharpe Ratio definition
Sharpe Ratio means a risk-adjusted measure calculated to determine reward per unit of risk, using standard deviation and excess return. The higher the Sharpe Ratio, the better a fund’s historical risk-adjusted performance;
Sharpe Ratio means, for each Sector Basket on each Relevant Index Selection Day, a value calculated based on the monthly performance of the relevant Sector Basket over the previous twelve months in accordance with the following formula:
Sharpe Ratio. ’ means a ratio which is a measure of the excess return per unit of risk in an investment strategy, calculated as:
More Definitions of Sharpe Ratio
Sharpe Ratio means a risk-adjusted measure calculated to determine reward per unit of risk, using standard deviation and excess return. The higher