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Jinsi ya kukokotoa Sharpe Ratio

Sharpe Ratio ni nini?

The Sharpe ratio measures risk-adjusted return by comparing excess return to volatility. Higher ratios indicate better returns per unit of risk, useful for comparing investments.

Fomula

Sharpe ratio = (Portfolio return - Risk-free rate) / Standard deviation

Mwongozo wa Hatua kwa Hatua

  1. 1Calculate average portfolio return
  2. 2Subtract risk-free rate (treasury yield)
  3. 3Divide by portfolio standard deviation (volatility)

Mifano Iliyotatuliwa

Ingizo
Return: 10%, Risk-free: 2%, Volatility: 15%
Matokeo
Sharpe ≈ 0.53
(0.10 - 0.02) / 0.15

Makosa ya Kawaida ya Kuepuka

  • Ignoring risk-free rate
  • Using realized volatility instead of forward estimates

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