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 Glossary   >   S   >   "Sharpe ratio" Definition   

        Sharpe ratio

A measure of a portfolios excess return relative to the total variability of the portfolio. Related: Treynor index. Named after William Sharpe, Nobel Laureate, and inventor of the capital asset pricing model.

Sharpe ratio


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Sharpe ratio - A measure of a portfolios excess return relative to the total variability of the portfolio. Related: Treynor index. Named after William Sharpe, Nobel Laureate, and inventor of the capital asset pricing model.


Sharpe ratio : a measure of a portfolios excess return relative to the total variability of the portfolio. related: treynor index. named after william sharpe, nobel laureate, and inventor of the capital asset pricing model.