The Sharpe ratio is computed as the average: excess return divided by the variance of the returns () squared deviation divided by the average excess return. equity risk premium divided by the standard...

The Sharpe ratio is computed as the average:<br>excess return divided by the variance of the returns<br>() squared deviation divided by the average excess return.<br>equity risk premium divided by the standard deviation.<br>squared deviation divided by the (Number of returns 1<br>

Extracted text: The Sharpe ratio is computed as the average: excess return divided by the variance of the returns () squared deviation divided by the average excess return. equity risk premium divided by the standard deviation. squared deviation divided by the (Number of returns 1

Jun 07, 2022

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The Sharpe ratio is computed as the average: excess return divided by the variance of the returns () squared deviation divided by the average excess return. equity risk premium divided by the standard...

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