Sharpe ratio

English

Etymology

Named after William F. Sharpe (born 1934), American economist.

Noun

Sharpe ratio (plural Sharpe ratios)

1. (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: Sharpen luku
• (deprecated template usage) {{trans-mid}}
• Swedish: Sharpekvot c