Kukonzekera kwa Sharpe ndi Kusintha Kwowopsa

Chiwerengero cha Sharpe ndi njira yosinthira zoopsa zomwe zikuwonetsa mulingo wobwereranso mopitilira chiwopsezo chilichonse pobweza Ndalama Zamtsogolo. Powerengera chiwonetsero cha Sharpe, kubwezeredwa kopitilira muyeso ndikubwezera koposa kwakanthawi kochepa, kopanda chiwopsezo, ndipo chiwerengerochi chimagawidwa ndi chiopsezo, chomwe chikuyimiridwa ndi kusasinthasintha kapena kupatuka muyezo.

Chiwerengero cha Sharpe = (R_p - R_f) / σ_p

Mwachidule, Sharpe Ratio ndiyofanana ndi kuchuluka kwakubwerera pachaka kuchotsera chiwongola dzanja chabizinesi yopanda chiopsezo yogawidwa ndi kupatuka kwapachaka kwa mwezi. Kutalika kwa chiwonetsero cha Sharpe, kumakwezanso kubwerera kosintha pachiwopsezo. Ngati Zokolola za zaka 10 zimapereka zokolola 2%, ndipo mapulogalamu awiri amaakaunti aku Forex amakhala ndi magwiridwe omwewo kumapeto kwa mwezi uliwonse, pulogalamu yoyendetsera akaunti ya Forex yokhala ndi kusakhazikika kwapakati pa mwezi kwa P&L idzakhala ndi chiŵerengero chapamwamba kwambiri.

Chiwerengero cha Sharpe ndichofunikira pakuwongolera zoopsa kuti osunga ndalama amvetse.

Chiwerengero cha Sharpe chimagwiritsidwa ntchito nthawi zambiri kuyeza magwiridwe antchito akale; komabe, itha kugwiritsidwanso ntchito kuyerekezera mtsogolo ndalama zomwe zingabwerere ngati ndalama zikubwezeretsedwera ndipo chiwopsezo chobwezera chiopsezo chilipo.