What is Коэффициент Шарпа?
In this glossary, Коэффициент Шарпа refers to: A risk-adjusted performance metric that calculates the excess return per unit of total portfolio risk, typically expressed as the ratio of portfolio excess return over the risk-free rate to the portfolio's standard deviation.
How is Коэффициент Шарпа used in finance?
In finance communication, this term appears in contexts such as: "Коэффициент Шарпа портфеля улучшился после того, как диверсификация снизила общую волатильность относительно безрисковой доходности."
Why does Коэффициент Шарпа matter in finance?
Коэффициент Шарпа matters because it supports clear communication in Investment 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 Investment. 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.
