Stock Market Glossary - Much More Than Definitions
... Sharpe Ratio: An attempt to compare a fund’s performance to risk. Higher Sharpe Ratio funds are said to be better performers than lower ratio funds. Short Interest: number of shares borrowed by short ...
www.winninginvesting.com/stock_market_glossary.htm
Lexikoneintrag für... - TeleTrader.com
... Lexikoneintrag für... Ratio. Kennzahlen , Sharpe-Ratio , Treynor-Ratio ...
www.teletrader.com/_fonds/fonds_lexicon_detail.asp?Header=Ratio
The Sharpe Ratio
THE SHARPE RATIOby Bob Fulks --------------- Sharpe Ratio The Sharpe Ratio is a measure of the risk-adjusted return of an investment. It was derived by Prof. William Sharpe, now at of Stanford ...
www.miapavia.com/homes/ik2hlb/sr.htm
Sharpe ratio -- Facts, Info, and Encyclopedia article
Sharpe ratio [Categories: Financial markets, Financial mathematics] The Sharpe ratio is a measure of risk-adjusted performance of an investment asset, or a trading strategy. It is defined as: , where ...
www.absoluteastronomy.com/encyclopedia/s/sh/sharpe_ratio.htm
La Fayette - Glossary
... Market Neutral Multi-Strategy Net Asset Value Net Market Exposure Performance Fee Redemption Sharpe Ratio Short Selling Skewness Sortino Ratio Standard Deviation (STD) Statistical Arbitrage Top-down ...
www.lfmuk.com/glossary/glossary.jsp?glossA_id=2194
http://www.stancorpadvisers.com/resources/glossary.html
... Sharpe Ratio A measure of risk-adjusted return. It measures the return of the fund over and above the return on the risk-free asset (defined as the three-month Treasury Bill) per unit of risk ...
www.stancorpadvisers.com/resources/glossary.html
Glossary
Sharpe ratio A measure of performance that takes risk into account. Developed by William F. Sharpe, this ratio divides an investment's excess return (above the guaranteed return of the 90-day ...
www.quicken.com/glossary/notemplates/content/?sharpe
investment advisory santa barbara ventura los angeles
... Strategic asset allocation · Portfolio optimization · Risk constraints · Alpha, beta, Sharpe ratio & tracking error analysis · Information ratio, information coefficient & transfer coefficient ...
www.mcapitalmgt.com/html/activepasssiveinvest.htm
portfolio concept Derivate Handelssysteme Kennzahlen
... Sharpe-Ratio. Die Sharpe-Ratio gibt Auskunft über die Stabilität der Wertentwicklung ... Volatilität ausweisen, ist das mit der jeweils höheren Sharpe-Ratio zu favourisieren. ...
www.portfolioconcept.de/derivate/kennzahlen1.php
Hedge Fund Sharpe Ratio
Hedge Fund Sharpe Ratio The Sharpe Ration used by Hedge Funds. Although to “Hedge” a bet is to protect against loss by betting a counterbalancing amount against the original bet, “Hedge in the ...
www.superiorinvestor.net/fund-information/hedge-fund-sharpe-ratio.html
Sharpe Ratio
Sharpe ratio ... and related stuff. In an interesting paper (in .PDF format), Victor Norton (Bowling Green State University) considers variations on the Sharpe Ratio in order to decide when to switch ...
www.gummy-stuff.org/sharpe.htm
DAB bank AG - Zertifikate-Cup
... mit Taktik zum Erfolg!" Abonnieren Sie die Stadionzeitung Benchmark Trainer Wert +/- heute Sharpe Ratio 1 DAB bank 122.134,40 -91,30 19,67 Stand: 31.08.05 22:30 Finale (01.08.05 - 31.08.05) Gewinner Halbfinale ...
extis.dab-bank.com/dab_neu/zcup/finale.html
Methodology
... High Sharpe ratio. We only implement methodologies that have historical Sharpe ratio of 2.0 or better. Uses of advanced money management algorithms (position sizing). We are extremely risk averse and ...
www.righthedge.com/methodology.htm
Andere Märkte
... Portfolio-Faktor7,14. Sharpe Ratio-2,90 ... Portfolio-Faktor21,22. Sharpe Ratio-1,82 ...
members.fortunecity.de/hungerturm/html/andere_maerkte.html
Gripes and Comments
... Funds with the two highest categories of expense ratios had the: • Smallest Sharpe Ratio scores (-0.40 and –0.37) • Smallest Jensen Alphas over three years (-0.82% and –0.67%) • Lowest Morningstar ...
www.efmoody.com/gripes.html
Sharpe-Ratio
... das die berschuss-Rendite im Verhdltnis zum Risiko (ausgedr|ckt in Volatilitdt) setzt. Sharpe-Ratio Englisch: Sharpe ratio Von William F. Sharpe entwickelte Kennzahl. Er kam auf die Idee, daß man von ...
info.dws.de/dws/bblex_ge.nsf/doc/MMAV-62LJ53?OpenDocument&lang=ge
Dimitri Senik Round-Table "Performance Attribution" 21. August 2002
[Adobe PDF] ... Problematik der Berechnung der. Sharpe-Ratio. Dimitri Senik ... auch die höhere Volatilität aufweist, ist die Sharpe-Ratio des Composites ...
www.swissbanking.org/2002-08-21-praesentation-senik.pdf
NZZ·Finfox - Toplisten Fonds - Best-in-Class Aktienfonds Länder / Regionen
... Best-in-ClassPerformanceSharpe Ratio. Vergleichszeitraum ... S&P Stars. Performance. Sharpe Ratio. 1. Pictet (CH) Swiss Equities P ...
finfox.nzz.ch/s/ZnVuZHRvb2xfb3ZlcnZpZXc/fundtool_toplist.dhtml
Gewinn | Lexikon
... Die Sharpe-Ratio misst die Überschussrendite eines Fonds pro Risikoeinheit ... aber eben auch etwas weniger risikobehaftet ist, so gibt die Sharpe-Ratio die notwendige Hilfestellung ...
www.gewinn.co.at/lexikon/detail.php?terms_detail=58...letter%3DS%23linkmore_582
MPPM540: Chapter 3
... f . The slope of the short-fall line when R f is the floor is called the Sharpe Ratio. The portfolio with the maximum Sharpe Ratio is the one portfolio in the economy that minimizes the probability of ...
viking.som.yale.edu/will/finman540/classnotes/class3.html
Die Presse.com - Alles schneller www.issen
... Sie haben die beste Sharpe Ratio. Diese von Nobelpreisträger William F. Sharpe entwickelte Kennzahl ... losen Anlage (Euribor). Je höher die Sharpe-Ratio, desto besser der Fonds ...
www.diepresse.at/Artikel.aspx?channel=e&ressort=eo&id=486611
DER FONDS
... Price-Earning-to-Growth-Ratio: Diese Kennzahl setzt das KGV eines Geschäftsjahres in Relation zum ... Sharpe Ratio. Kennziffer, die das Verhältnis von Performance und Volatilität ...
www.derfonds.com/service/service_glossar.asp
DAB bank AG - Zertifikate-Cup
... +/- heute. Sharpe. Ratio. 1 ... +/- heute. Sharpe. Ratio. 1 ...
diraba.teledata.de/dab_neu/zcup/viertelfinale.html
Index Screener
... 1-Year Return Year To Date Returns 3-Month Returns 1-Month Returns Standard Deviation (3 yr) Sharpe Ratio 2004 Returns 2003 Returns 2002 Returns 2001 Returns 2000 Returns 1999 Returns 1998 Returns ...
www.etfzone.com/data/IndexScreener.php
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