| 单词 | Sharpe Ratio |
| 释义 | Sharpe Ratio 夏普比率 由一投资组合的回报率减去政府证券的投资回报率，然後除以投资组合回报率的标准差而得。这是一种衡量回报是因投资决策明智，或是因为承受过度风险而来的方法。将投资回报与投资政府公债的收益做比较，是因为从理论上说，政府通常能偿还其债务，因此政府公债被视为几乎没有风险。参见Excess Portfolio Returns（超额资产组合收益），Sortino Ratio（索提诺比率），Standard Deviation（标准差）。 "A way of deciding whether returns are produced by intelligent investment decisions or by accepting excess risk. It measures the return of an investment compared with investments in government bonds, which are regarded as virtually risk free because the government in theory always repays its debts. The Sharpe Ratio is calculated by subtracting the rate of return on government securities from the rate of return on a portfolio, and then dividing the difference by the standard deviation of the portfolio's returns. See also: Deviation" |
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