411 REFERENCE · Wiktionary
Sharpe ratio
Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.
English
Etymology
Named after William F. Sharpe (born 1934), American economist.
Noun
en finance A ratio that measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, used to examine the performance of an investment by adjusting for its risk.
Translations
measure of risk-adjusted performance of an asset
Finnish: fi Sharpen luku
German: de Sharpe-Quotient m, de Sharpe-Maß n, de Sharpe-Verhältnis n
Swedish: sv Sharpekvot c
en eponyms