Jun 22
Sharpe vs Treynor Ratio Explained | Which Portfolio Performs Better?
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Sharpe vs Treynor Ratio Explained | Which Portfolio Performs Better?
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Sharpe Ratio Made Easy: Risk-Adjusted Returns Explained
Everyone loves high returns — but smart investors ask: at what risk? Meet Riya and Aman. Both earned 15% returns, but only one slept peacefully. Why? The risk they took was very different. In this video, we break down risk-adjusted returns in the simplest way using the Sharpe Ratio, a powerful tool that helps you judge whether your returns were actually worth the risk. Don’t just chase flashy numbers — learn to invest wisely! Read more on our blog: https://navia.co.in/blog/a-simple-guide-to-risk-adjusted-returns/ Open Demat Account - https://open.navia.co.in/index-navia.php?datasource=DMO-YT Don't Forget to Like, Share and Subscribe @navia_markets
Šarpo Rodiklis: Investicijų Efektyvumo Įvertinimo Vadovas
Sužinokite, kaip Šarpo rodiklis padeda vertinti investicijų efektyvumą, atsižvelgiant į riziką. Skaitykite apie šio rodiklio privalumus
https://www.aipt.lt/sarpo-rodiklis/
https://blog.stockedge.com/use-sharpe-ratio-to-analyze-mutual-funds/
How to Calculate the Sharpe Ratio for Mutual Funds
The first step to calculate is to subtract the risk-free return of the mutual fund from its portfolio return.
The first step to calculate is to subtract the risk-free return of the mutual fund from its portfolio return.
How to Calculate the Sharpe Ratio for Mutual Funds
The first step to calculate is to subtract the risk-free return of the mutual fund from its portfolio return.
Anya is live and ready to show you everything. Watch her strip, dance, and perform exclusive shows just for you. Interact in real-time and make your fantasies come true.
Free to watch • No registration required • HD streaming
https://blog.stockedge.com/use-sharpe-ratio-to-analyze-mutual-funds/
How to Calculate the Sharpe Ratio for Mutual Funds
The first step to calculate is to subtract the risk-free return of the mutual fund from its portfolio return.
https://blog.stockedge.com/use-sharpe-ratio-to-analyze-mutual-funds/
How to Calculate the Sharpe Ratio for Mutual Funds
The first step to calculate is to subtract the risk-free return of the mutual fund from its portfolio return.
quant and fundamental alpha 量化选股与基本面选股的阿尔法
基本面手段是对商业模式和基本面的理解；量化是种系统化追逐最大利润的手段。
纯量化有助于提高sharpe ratio，但需要牺牲收益。多数需要杠杆支持。
Fundamental助于maximize return where we dont need to utilize leverage。量化基本面打法相当于一种基本面筛选后的量化。只是分配的系数从normal distribution变成了条件筛选的binary variable。并且fundamental加了一层财务分析与商业分析，有助于最大化最高量化价值的选股。
显然，一个好的价值成长股，他往往是有alpha的，也就是既领涨，又抗跌。夏普往往高。
谁说纯fundamental就不能算sharpe ratio呢？这是个很好的课题。如何将你portfolio的基本面股尽量的量化化（alpha化），并且算出sharpe，以及correlation。能从量化手段进一步加强价值选股。
这是个非常好的量化与基本面选股的课题。