The area known as Telford Borough today has been a dot on the map for close to two centuries. Although it has had several names, the location is the same. Telford Borough is located in southeastern Pennsylvania, approximately 40 miles northwest of Philadelphia. Read more ...
The Sharpe Ratio is a measure for calculating risk-adjusted return, and this ratio has become the industry standard for such calculations.It was developed by Nobel laureate William F. Sharpe. The Sharpe ratio is the average return earned in excess of the risk-free rate per unit of volatility or total risk.Subtracting the risk-free rate from the mean return, the performance associated with risk-taking activities can be isolated.hat is the difference between a Sharpe ratio and a Sortino ratio. The Sharpe ratio and the Sortino ratio are both risk-adjusted evaluations of return on investment. The Sortino ratio is a ...
The ratio measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a deviation risk measure), named after William F. Sharpe. To this day, the Sharpe ratio is still found as a prime metric for any alternative investment.his ratio is just the Sharpe ratio, only using minimum acceptable return instead of the risk-free rate in the numerator, and using standard deviation of returns instead of standard deviation of excess returns in the denominator. In 1966, William F. Sharpe developed what is now known as the Sharpe ratio.