Kaip apskaičiuoti Sharpe Ratio
Kas yra Sharpe Ratio?
Sharpe Ratio measures risk-adjusted return: (portfolio return - risk-free rate) / volatility. Higher is better.
Žingsnis po žingsnio vadovas
- 1Input portfolio return, volatility, risk-free rate
- 2Calculate Sharpe ratio
- 3Compare across portfolios/investments
Worked Examples
Įvestis
Portfolio 10% return, 15% volatility, 2% risk-free
Rezultatas
Sharpe = (10-2)/15 = 0.53 (decent)
> 1.0 excellent, < 0.5 poor
Common Mistakes to Avoid
- ✕Using different risk-free rates
- ✕Not comparing portfolios with same time period
Frequently Asked Questions
Is Sharpe ratio universal?
Useful but assumes normal distributions; doesn't capture tail risk well.
Pasiruošę skaičiuoti? Išbandykite nemokamą Sharpe Ratio skaičiuotuvą
Išbandykite patys →