Sharpening The Sharpe Ratio

Topics:
Commercial Lending
Tags:
FinancialCounsel.com,
Sharpe Ratio
Source:
FinancialCounsel.com

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Overview: The question that article address is what happens when "excess returns" head south? Well, investors start bailing out and the Sharpe ratio is harder to interpret. Excess return is typically calculated by subtracting the T-bill rate of return from the asset being analyzed. The higher the Sharpe ratio the better. Fundamentally, the Sharpe ratio is a measure, which attempts to calculate the amount of "reward per unit of risk" of an investment. Article also illustrates the example, which calculates the Sharpe ratio for mutual funds in its Principia Pro software.

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Format: HTML | Date: Jan 2003 | Pages: 1

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