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28 de may. de 2013 · El ratio de Sharpe o índice de Sharpe se define como la relación existente entre el beneficio adicional de un fondo de inversión, medido como la diferencia entre la rentabilidad del fondo en concreto y la de un activo sin riesgo, y su volatilidad, medida como su desviación típica. Entendemos como activo sin riesgo la rentabilidad de la ...
Sharpe Books. I began writing Sharpe in 1980 and he’s still going strong. I never thought there would be this many books – I imagined there might be ten or eleven – but then along came Sean Bean and the television programmes and I virtually began a whole new Sharpe series. Read more about Sharpe and the timeline of the books here.
Sharpe is a series of British made for television movie dramas based on the Sharpe novels by Bernard Cornwell. The first movie was Sharpe's Rifles and was released in 1993. While the majority of the movies were based upon the novels written by Cornwell, there were a small number which were original teleplays, written exclusively for the screen, only one of which, Sharpe's Gold, borrowed the ...
Geometric Sharpe Ratio is the geometric mean of compounded excess returns divided by the standard deviation of those compounded returns. Where: Rx G = Geometric mean of compounded returns. Rf = Risk-free rate of return. σ G = Standard deviation of compounded returns. Since the Sharpe index already factors risk in the denominator, using ...
19 de nov. de 2020 · Sharpe finds General Simmerson tied to the sun in the fort.From Sharpe's Peril: On their way home to England, Richard Sharpe and Patrick Harper reluctantly a...
Sharpe ratio. In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk. It is defined as the difference between the returns of the investment and the ...
27 de mar. de 2015 · por admin. El ratio de Sharpe es uno de las medidas más utilizados para evaluar y comparar carteras de acciones o fondos de inversión . El ratio de Sharpe indica la rentabilidad de la inversión ajustada a su riesgo. El hecho de ajustar el riesgo nos permite comparar por ejemplo fondos con riesgos diferentes y saber cuál es mejor.
