Paano Kalkulahin si Sharpe Ratio
Ano ang Sharpe Ratio?
Sharpe Ratio measures risk-adjusted return: (portfolio return - risk-free rate) / volatility. Higher is better.
Step-by-Step na Gabay
- 1Input portfolio return, volatility, risk-free rate
- 2Calculate Sharpe ratio
- 3Compare across portfolios/investments
Mga Nalutas na Halimbawa
Input
Portfolio 10% return, 15% volatility, 2% risk-free
Resulta
Sharpe = (10-2)/15 = 0.53 (decent)
> 1.0 excellent, < 0.5 poor
Mga Karaniwang Mali na Dapat Iwasan
- ✕Using different risk-free rates
- ✕Not comparing portfolios with same time period
Mga madalas itanong
Is Sharpe ratio universal?
Useful but assumes normal distributions; doesn't capture tail risk well.
Handa nang kalkulahin? Subukan ang libreng Sharpe Ratio Calculator
Subukan ito sa iyong sarili →