Iyo Sharpe Ratio uye Njodzi Yakagadziriswa Kugadziriswa

Chiyero cheSharpe chiyero cheyakagadziriswa njodzi-inoratidza iyo mwero wekudzoka kwakanyanya pachikamu chengozi muForex Funds inodzoka. Mukuverenga muyero weSharpe, kudzoka kwakanyanya ndiko kudzoka pamusoro uye pamusoro penguva pfupi, isina njodzi yekudzoka, uye nhamba iyi yakakamurwa nenjodzi, inomiririrwa neyegore kukanganisa kana kutsauka kwakazara.

Sharpe Ratio = (R_p - R_f) / σ_p

Mukupfupisa, iyo Sharpe Ratio yakaenzana neyakaunganidzwa yegore reti yekudzoka ichibvisa mwero wekudzoka pane njodzi-isina mari yekudyara yakakamurwa neyegore rega mwedzi kutsauka kwakazara. Iyo yakakwira iyo Sharpe reshiyo, iyo yakakwira iyo njodzi-yakagadziriswa kudzoka. Kana Makore-gumi Treasure bond bond 2%, uye mapurogiramu maviri eakaunzi akachengetedzwa eakaunzi anoita zvakafanana pakupera kwemwedzi wega, chirongwa cheakaundi chakachengetedzwa chePamberi neyepasi pemwedzi P & L kusagadzikana ichave neyakaenzana sharpe.

Iyo Sharpe Ratio yakakosha manejimendi manejimendi manejimendi kune vatengesi kuti vanzwisise.

Iyo Sharpe Ratio inowanzo shandiswa kuyera yapfuura mashandiro; zvisinei, inogona zvakare kushandiswa kuyera remangwana remari homwe inodzoka kana zvichiratidzwa zvinodzoka uye njodzi yemahara yekudzoka iripo.