Sharpe ratio
The Sharpe ratio divides excess return by return volatility using a stated period and risk-free-rate convention.
सोप्या भाषेतील अर्थ
The Sharpe ratio divides excess return by return volatility using a stated period and risk-free-rate convention.
हे का उपयुक्त आहे
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 मध्ये कुठे दिसते
Look for Sharpe ratio in Portfolio Analytics, Risk Cockpit, holding analysis, performance views and relevant screeners.
गणना किंवा 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, कालावधी आणि एकक
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.
उच्च आणि निम्न यांचा 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.
धन, ऋण आणि 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.
मर्यादा आणि सामान्य चुका
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.
बाजारानुसार फरक
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.
सुचवलेली पुढील पावले
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.
फक्त शैक्षणिक माहिती; गुंतवणूक सल्ला किंवा ऑर्डर सेवा नाही.
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.
इतर नाव: sharpe