Sharpe ratio

English

Etymology

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

Noun

Sharpe ratio (plural Sharpe ratios)

(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

Swedish: Sharpekvot c

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