Preferred term
Sharpe ratio
Type
Type of entity- Descriptor
Broader concept
Broader conceptEntry terms
Alternative terms for the concept.- Reward-to-variability ratio
Scope note
Notes about the usage and scope of the concept.- A key figure which sets the excess return of a portfolio compared to the risk-free interest rate in relation to volatility.
UseInsteadNote
The note consists of a blank node. It contains a rdfs:value literal which designates the aspect and a rdfs:seeAlso link to the concept which should be used instead.In other languages
Terms for the concept in other languages.German
- Sharpe Ratio
- Sharpe-Maß
URI
http://zbw.eu/stw/descriptor/30517-1