夏普比率,Sharpe比率,夏普指数

公式或方程式(Formula or Equation)

Sharpe ratio,SR,William F. Sharpe ratio	夏普比率,Sharpe比率,夏普指数
compound rate of return,CROR,CRR,compound ROR,CROR,ROR	复合回报率,复合报酬率
risk free rate of return,RFROR,risk free ROR,RFRR	无风险回报率,无风险收益率
Standard Deviation of Returns,SDOR,SDR	收益率的标准差

计算器(Calculator)(how to use calculator?)

复合回报率 (CROR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

无风险回报率 (RFROR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

收益率的标准差 (SDOR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

夏普比率 (SR)

percent,%, parts per hundreddecimalper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Precision

0 1 2 3 4 5 6 7 8 9

参考文献(References)

1. Wikipedia article: Sharpe ratio.
2. Sharpe Ratio.