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6 Results for Tag: sharpe

Harry Markowitz

DefinitionHarry Max Markowitz is an American economist, and a recipient of the 1989 John von Neumann Theory Prize and the 1990 Nobel Memorial Prize in Economic Sciences. Harry Markowitz Who

Sharpe Ratio

DefinitionIn finance, the Sharpe ratio is a way to examine the performance of an investment by adjusting for its risk. The ratio measures the excess return per unit of deviation in an invest

Beta

Beta Beta (beta coefficient or β) is a finance term that represents risk of a financial instrument. In simple terms, it is a numerical value that depicts how volatile are the prices of fina

CAPM – Capital Asset Pricing Model

CAPM - Capital Asset Pricing Model The CAPM is a model that helps in determining the price of securities keeping in view the risk an investor takes, and the return that he will get from that

Calmar Ratio

DefinitionCalmar ratio is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young and first published in 1991 in the trade jou

K-Ratio

K-Ratio What is 'K-Ratio' A ratio that is used in the performance evaluation of an equity relative to its risk. The ratio examines the consistency of an equity's return over time. The data