Translation of "коэффициент шарпа" to English

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Dictionary translations for "коэффициент шарпа"

коэффициент Шарпа m noun Declension
pl. коэффициенты шарпа
Sharpe ratio (Investments)
Коэффициент Сортино и коэффициент Шарпа
Sortino vs. Sharpe ratio

Contexts with "коэффициент шарпа"

Коэффициент Сортино и коэффициент Шарпа Sortino vs. Sharpe ratio
Плавающий годовой коэффициент Шарпа SPLV по сравнению с SPHB Rolling 1-Year Sharpe Ratio of SPLV vs SPHB
С практической точки зрения, коэффициент Шарпа определяет доходность вашего портфеля. In practical terms, the Sharpe ratio asks first how much the rate of return of your portfolio is.
Коэффициент Сортино похож на коэффициент Шарпа, однако использует иной метод расчета. The Sortino ratio is similar to the Sharpe ratio, however it uses a different method of calculation.
Не удивительно, что коэффициент Шарпа будет очень хорошим, поскольку подогнан под данные. No doubt this Sharpe ratio will be very good, due to the in-sample optimization.
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