The Sharpe ratio measures a portfolio's risk-adjusted return, defined as the amount of additional return generated per unit of risk.

Authors

• Person: Not available Organization: Plancorp
  Measuring the Risk and Return Tradeoff

Sources

• Measuring the Risk and Return Tradeoff www.plancorp.com Plancorp via serper

Referenced by nodes (2)

• Sharpe ratio concept
• risk-adjusted returns concept