Sharpe Ratio
Apr 17, 2012 at 12:46 | Source: Reuters
Apr 17, 2012 at 11:56 | Source: Reuters
Feb 02, 2012 at 15:46 | Source: Reuters
Nov 01, 2011 at 13:26 | Source: Moneycontrol.com
Oct 13, 2011 at 10:40 | Source: Moneycontrol.com
Jun 25, 2011 at 00:46 | Source: Moneycontrol.com
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Since closed-end funds use different amounts of leverage, it is best to look at a funds "risk adjusted" return. The Sharpe ratio is commonly used to measure risk adjusted returns, although several other measure can also be used (e.g. Alpha, Treynor ...
May 17, 2012 at 03:56 | Source: Seekingalpha.com
We, Paris Wald and I, named it Food Court Capital. Our Sharpe Ratio is razor sharp as cut-out lace. Our market drawdown borders on sheer illusion. Fund of Funds throw 2-10 millions at us. Today, our short on FB looked good and got better ...
May 23, 2012 at 15:59 | Source: Businessweek
The risk/reward tradeoff is favorable for Man, in other words, the Sharpe ratio is higher for Man relative to Machine. Value strategies dominate regardless of who implements the strategy.
May 22, 2012 at 20:53 | Source: GuruFocus
So, we see that the excess performance of the equal-weighted strategy is not without risk. In fact, both RSP and the S&P 500 had the same Sharpe ratio, a measure of risk-adjusted return. A Deeper Dive There are three potential sources of excess return for ...
May 24, 2012 at 14:32 | Source: Seekingalpha.com
The researchers find find that the equal-weighted portfolio with monthly rebalancing outperforms the value- and price-weighted portfolios in terms of total mean return, four factor alpha, Sharpe ratio, and certainty-equivalent return ...
May 16, 2012 at 23:59 | Source: GuruFocus
SunTrust’s Tier 1 common capital ratio would fall to 4.8 percent if the lender carried ... To contact the editor responsible for this story: Anita Sharpe at asharpe6@bloomberg.net
May 14, 2012 at 11:02 | Source: Businessweek