Statements (23)
Predicate | Object |
---|---|
gptkbp:instanceOf |
financial metric
|
gptkbp:alsoKnownAs |
gptkb:Sharpe_index
|
gptkbp:category |
gptkb:market
finance statistics |
gptkbp:developedBy |
gptkb:William_F._Sharpe
|
gptkbp:form |
(Rp - Rf) / σp
|
gptkbp:hasUnit |
dimensionless
|
gptkbp:higherValueIndicates |
better risk-adjusted performance
|
https://www.w3.org/2000/01/rdf-schema#label |
Sharpe ratio
|
gptkbp:introducedIn |
1966
|
gptkbp:measures |
risk-adjusted return
|
gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
gptkbp:relatedTo |
gptkb:Sortino_ratio
gptkb:Treynor_ratio Information ratio |
gptkbp:RFC |
risk-free rate
|
gptkbp:Rp |
return of portfolio
|
gptkbp:usedIn |
investment analysis
portfolio management |
gptkbp:σp |
standard deviation of portfolio return
|
gptkbp:bfsParent |
gptkb:William_Sharpe
|
gptkbp:bfsLayer |
5
|