Sharpe ratio

सरल भाषा में अर्थ

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

यह उपयोगी क्यों है

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 में कहाँ दिखता है

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

गणना या स्रोत

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

इनपुट, अवधि और इकाई

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.

व्यावहारिक उदाहरण

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

ऊँचे और नीचे का अर्थ

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.

धनात्मक, ऋणात्मक और वास्तविक शून्य

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.

यह कब अनुपलब्ध है

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.

सीमाएँ और सामान्य गलतियाँ

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.

बाजार-विशिष्ट अंतर

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.

संबंधित शब्द

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.

सुझाए गए अगले चरण

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.

केवल शैक्षिक जानकारी; निवेश सलाह या ऑर्डर सेवा नहीं।

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.