Sharpe ratio

সহজ ভাষায় অর্থ

The Sharpe ratio divides excess return by return volatility using a stated period and risk-free-rate convention.

এটি কেন উপকারী

Sharpe ratio is useful as descriptive evidence when it is compared on the same definition, source, period, unit and exact listing. It is one input to research, not a verdict.

XMarketRadar-এ কোথায় দেখা যায়

Look for Sharpe ratio in Portfolio Analytics, Risk Cockpit, holding analysis, performance views and relevant screeners.

কীভাবে হিসাব বা উৎস নির্ধারিত হয়

Subtract the stated risk-free return from portfolio return and divide by return volatility for a matched frequency; annualise only under the disclosed convention.

ইনপুট, সময়কাল ও একক

Read the disclosed inputs or source, observation period, bar interval, unit, native currency and scale. A value without its source and as-of context is incomplete; unlike units must not be combined.

ব্যবহারিক উদাহরণ

Illustrative only: With 12% return, 4% risk-free rate and 16% volatility under matched annual conventions, Sharpe ratio is (12−4)/16 = 0.50.

উচ্চ ও নিম্নের অর্থ

A higher or lower Sharpe ratio value is descriptive, not automatically good or bad. Meaning depends on the instrument, comparison period, method and related evidence.

ধনাত্মক, ঋণাত্মক ও প্রকৃত শূন্য

Positive and negative Sharpe ratio values retain the definition shown here. A genuine reported or computed zero is displayed as 0 and is not the same as missing evidence.

কখন অনুপলব্ধ

Unavailable (—) means Sharpe ratio is absent, unsupported, stale under the screen's rules or not computable from verified inputs. It must never be converted to zero or a neutral signal.

সীমাবদ্ধতা ও সাধারণ ভুল

Historical Sharpe is sensitive to frequency, sample, currency and the risk-free rate. For mutual funds, XMarketRadar suppresses the ratio when annualised volatility is below 0.5%, and suppresses NAV-derived returns for IDCW/dividend and segregated/side-pocket series rather than publishing misleading values.

বাজারভিত্তিক পার্থক্য

The concept is used across all supported markets, but currency, price scale, session calendar, source field and regulatory definition can differ. XMarketRadar preserves the exact exchange context.

সম্পর্কিত শব্দ

Use the related-term links on this page to compare Sharpe ratio with neighbouring definitions while retaining each term's distinct source, unit and limitations.

প্রস্তাবিত পরবর্তী ধাপ

Open the related Portfolio and risk terms below, then follow the matching Help Centre task guide and inspect Sharpe ratio on an exact exchange listing. Confirm source, as-of time, units and unavailable reason before using it in research.

শুধু শিক্ষামূলক তথ্য; বিনিয়োগ পরামর্শ বা অর্ডার সেবা নয়।

This Sharpe ratio tutorial is educational and descriptive. It is not investment advice, a price prediction, a recommendation, or an instruction to buy, sell, rebalance or place an order.