What is a good Sharpe ratio?

Win-Vector Blog 2015-07-01

Summary:

We have previously written that we like the investment performance summary called the Sharpe ratio (though it does have some limits). What the Sharpe ratio does is: give you a dimensionless score to compare similar investments that may vary both in riskiness and returns without needing to know the investor’s risk tolerance. It does this … Continue reading What is a good Sharpe ratio?

Link:

http://www.win-vector.com/blog/2015/06/what-is-a-good-sharpe-ratio/

From feeds:

Statistics and Visualization » Win-Vector Blog

Tags:

finance tutorials sharpe ratio r opinion mathematics

Authors:

John Mount

Date tagged:

07/01/2015, 04:20

Date published:

06/27/2015, 17:52