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Investment

夏普比率

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.

Quick answer: 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.

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Quick answer

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.

Why it matters

夏普比率 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.

Editorial context

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Questions and answers

Questions and answers

What is 夏普比率?

In this glossary, 夏普比率 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 夏普比率 used in finance?

In finance communication, this term appears in contexts such as: "多元化降低了整体波动率，相较于无风险收益后，投资组合的夏普比率提高了。"

Why does 夏普比率 matter in finance?

夏普比率 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 夏普比率?

夏普比率 is mainly used by Financial Analysts, Bankers, and Traders.

What category does 夏普比率 belong to?

In this glossary, 夏普比率 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.

Definition

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.

Operational example

The portfolio’s Sharpe Ratio improved after diversification reduced its overall volatility relative to risk-free return.

Localized term

夏普比率

Localized example

多元化降低了整体波动率，相较于无风险收益后，投资组合的夏普比率提高了。

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Investment

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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