Sharpe ratio/Definition: Difference between revisions

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imported>Nick Gardner
(New page: <noinclude>{{Subpages}}</noinclude> a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current risk-free rate of return fro...)
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Sharpe ratio [r]: a measure of the rate of return per unit of variability of an investment portfolio, obtained by subtracting the the current risk-free rate of return from the portfolio's current rate of return and dividing the result by the standard deviation of its rate of return.