Nkọwa Sharpe bụ usoro arụmọrụ gbanwere n'ihe ize ndụ nke na-egosi ọkwa nloghachi ngafe kwa otu ihe ọghọm na nkwụghachi ego Forex. Na ịgbakọ usoro Sharpe, nloghachi ngafe bụ nloghachi na karịa oge dị mkpirikpi, ọnụọgụ na-enweghị ihe ọghọm, na ọnụ ọgụgụ a kewara site n'ihe ize ndụ, nke ndị na-anọchite anya ya kwa afọ volatility ma ọ bụ ọkọlọtọ ndiiche.
Nkọwa Sharpe = (Rp - Rf) / σp
Na nchikota, nke Sharpe Ratio bu otu onu ogugu onu ogugu nke nloghachi na nloghachi nloghachi na onodu a na etinyeghi ego. Ọdịdị dị elu nke Sharpe dị elu, nke ka njọ na-agbanwe nloghachi. Ọ bụrụ Afọ nke Treasury agbụ na-amịpụta 2%, na mmemme njikwa akaụntụ Forex jikwaa nwere otu arụmọrụ na njedebe nke ọnwa ọ bụla, usoro ihe omume Forex jikwaa ya na obere ọnwa P&L volatility ga-enwe ọkwa dị elu.
A na-ejikarị Sharpe Ratio mee ihe iji tụọ arụmọrụ gara aga; agbanyeghị, enwere ike iji ya iji tụọ nkwụghachi ego ego n'ọdịnihu ma ọ bụrụ na atụghachi azụ na ọnụọgụ ọnweghị ụgwọ dị na ya.
Na-ekwu Okwu Gị