Ukulinganiswa kweSharpe kunye nokuLungiswa koMngcipheko woMsebenzi

Umlinganiselo weSharpe ngumlinganiselo wentsebenzo ehlengahlengisiweyo kumngcipheko obonisa inqanaba lokubuya okugqithisileyo ngeyunithi nganye yomngcipheko kwimbuyekezo yeNgxowa-mali ye-Forex. Ekubaleni umyinge we-Sharpe, imbuyekezo ebuyileyo kukubuya ngaphezulu kwexesha elifutshane, umngcipheko wokubuya kwengozi, kwaye eli nani lahlulwe ngumngcipheko, omelwe ukungazinzi okanye ukuphambuka okumiselweyo.

Ukulinganiswa kweSharpe = (Rp -Rf/ σp

Ukushwankathela, iSharpe Ratio ilingana nomyinge wonyaka wembuyekezo kususwe umyinge wembuyekezo kutyalo-mali olungenamngcipheko olwahlulwe ngophambuko olusemgangathweni lwarhoqo ngenyanga. Ukuphakama komyinge weSharpe, kokukhona ubuyiselo oluhlengahlengisiweyo lomngcipheko. Ukuba Isivuno seminyaka eli-10 sonondyebo I-2%, kwaye iinkqubo ezimbini ze-akhawunti ezilawulwa yi-Forex zinentsebenzo efanayo ekupheleni kwenyanga nganye, inkqubo ye-akhawunti ephethwe yi-Forex nge-Int & L yenyanga ephantsi kakhulu iya kuba nomlinganiso ophakamileyo we-sharpe.

Umngcipheko wegrafu kunye nophawu lwedola olugalelwe izandla zomntu.

I-Sharpe Ratio ibalulekile ekulawuleni umngcipheko kwimali ukuze abatyali mali baqonde.

I-Sharpe Ratio isoloko isetyenziselwa ukulinganisa ukusebenza kwangaphambili; Nangona kunjalo, inokusetyenziselwa ukulinganisa imbuyekezo yengxowa-mali yexesha elizayo ukuba ukubuyiswa okucingelweyo kunye nomngcipheko wasimahla wokubuya uyafumaneka.

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