Topic summary
Risk-adjusted return
Extracted from the Wikipedia article Sharpe ratio.
External links
- The Sharpe ratio
- Generalized Sharpe Ratio
- All Hail the Sharpe Ratio – Uses and abuses of the Sharpe Ratio
- "A Comparison of Different Measures of Risk-adjusted Return". September 2013.
- What is a good Sharpe Ratio? – Some example calculations of Sharpe ratios
- Sharpe ratio in MS excel – Risk adjusted return calculations
- Calculating and Interpreting Sharpe Ratios online – Cloud calculator