In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance
Capital asset pricing model
In finance, the capital asset pricing model is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be
In finance, volatility is a measure for variation of price of a financial instrument over time.
return is a profit on an investment. It comprises any
In finance, active return refers to that segment of the returns in an investment portfolio that is due to active management decisions made by the portfolio
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes