Sharpe ratio
Sign in to saveAlso known as Sharpe index, reward-to-variability ratio, Sharpe measure
measure of an investment's risk premium
In the Vinony graph
Within Vinony's link graph, Sharpe ratio is referenced by 172 other articles, and connects out to risk-free interest rate, Risk-adjusted return on capital and International Standard Book Number.
Vinony files it under Financial ratios, Portfolio theories and Statistical ratios.
Its subject is documented across 21 Wikipedia language editions.
Wikidata facts
- Subclass of
- ratio
- Named after
- William F. Sharpe
Show 1 more fact
- maintained by WikiProject
- WikiProject Mathematics
Sources (3)
via Wikidata · CC0
Connections
risk-free interest rate
Entity
Risk-adjusted return on capital
Entity
International Standard Book Number
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finance
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digital object identifier
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International Standard Serial Number
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risk
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standard deviation
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normal distribution
Entity
security
Entity
JSTOR
Organization
probability distribution
Entity
Ponzi scheme
Entity
expectation
Entity
Berkshire Hathaway
Company
William F. Sharpe
Entity
hazard
Entity
utility
Entity
speculation
Entity
economic bubble
Entity