To calculate the Sharpe ratio, you first need your portfolio's rate of return. Next, you need the rate of a risk-free investment, such as Treasury bonds. Subtract this risk-free rate from your ...
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Use this ratio to evaluate the return of an investment compared to its risk The Sharpe ratio measures the risk-adjusted return on an investment or portfolio, developed by the economist William Sharpe.
A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility ...
XDIV:CA provides better stability for retirees with higher yields and lower volatility. Learn why it's a better ETF than ...
Get risk adjusted return analysis for SBI Nifty Bank Index Fund. Understand and compare data with category ratios. Get various ratios like beta, alpha, sharpe ratio, treynor ratio etc calculated on ...
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Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New ...
Get risk adjusted return analysis for Groww Nifty India Railways PSU ETF. Understand and compare data with category ratios. Get various ratios like beta, alpha, sharpe ratio, treynor ratio etc ...