A measure of a portfolio's excess return relative to the total variability of the portfolio . Related: Treynor index . Named after William Sharpe, Nobel Laureate, and inventor of the capital asset pricing model .
SHARPE RATIO
Meaning of SHARPE RATIO in English
Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012