Sentence examples of "sharpe ratio" in English
If your trading model is fragile, you will find that this Sharpe ratio is quite low.
Если наша модель хрупка, вы увидите, что Шарп довольно низкий.
Given no other information, it's impossible tell whether a Sharpe ratio of 1.07 is good or bad.
Без дополнительной информации невозможно определить, является ли значение коэффициента в 1,07 хорошим или плохим.
To answer this question, the Sharpe ratio divides the first part of the fraction (Rp – Rf) by the so-called standard deviation (σp).
Чтобы дать ответ на этот вопрос, необходимо разделить первую часть формулы (Rp – Rf) на, так называемое, стандартное отклонение (?p).
When used in conjunction with other measures, the Sharpe ratio can help investors develop a strategy that matches both their return needs and risk tolerance.
Вместе с другими измерениями этот коэффициент помогает инвесторам выработать стратегию, которая и подходит под финансовые нужды, и соответствует представлениям о границах риска.
The Sharpe ratio shows two things: first, if your strategy is making more money than the risk-free interest rate; second, it relates your profits to the amount of risk you are taking.
Первая – приносит ли ваш инвестиционный портфель больше денег, чем безрисковая процентная ставка; и вторая – соотношение доходности к принятым рискам.
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