What is Коэффициент Шарпа?
In this glossary, Коэффициент Шарпа refers to: A risk-adjusted performance measure calculated as the excess return of a portfolio over the risk-free rate, divided by the standard deviation of portfolio returns. Used widely in performance attribution and fund selection.
How is Коэффициент Шарпа used in finance?
In finance communication, this term appears in contexts such as: "Более высокий коэффициент Шарпа говорит о лучшей доходности с учетом риска и используется при сравнении фондов."
Why does Коэффициент Шарпа matter in finance?
Коэффициент Шарпа matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Коэффициент Шарпа?
Коэффициент Шарпа is mainly used by Financial Analysts, Bankers, and Traders.
What category does Коэффициент Шарпа belong to?
In this glossary, Коэффициент Шарпа is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.
Where does this definition come from?
This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.
