Isilinganiso seSharpe isilinganiso sokusebenza okulungiswe engcupheni okukhombisa izinga lembuyiselo eyeqile kuyunithi ngayinye yengozi ekubuyiselweni kwezimali ze-Forex. Ekubaleni isilinganiso se-Sharpe, imbuyiselo eyeqile ukubuya ngaphezulu kwenani lesilinganiso esifushane, esingenabungozi, futhi leli nani lihlukaniswe ngengcuphe, emelwe yi-annualized ukungazami noma ukuphambuka okujwayelekile.

Isilinganiselo seSharpe = (R_p - R_f) / σ_p

Ngokufingqa, iSharpe Ratio ilingana nezinga lembuyiselo elihlanganisiwe lakhishwa kususwa inani lokubuyiselwa ekutshalweni okungenangozi okuhlukaniswe ukwehluka okujwayelekile kwanyanga zonke. Ukuphakama kwesilinganiso seSharpe, kuyanda ukubuya okulungiswe ngobungozi. Uma Isivuno seminyaka engu-10 seMgcinimafa 2%, nezinhlelo ze-akhawunti ezimbili eziphethwe yi-Forex zinokusebenza okufanayo ekupheleni kwenyanga ngayinye, uhlelo lwe-akhawunti ephethwe yi-Forex olunokushintshashintsha kwangaphakathi kwezinyanga eziphakathi kweP & L kuzoba nenani eliphakeme le-sharpe.

ISharpe Ratio yimethrikhi ebalulekile yokulawulwa kobungozi okumele abatshalizimali bayiqonde.

I-Sharpe Ratio isetshenziswa kaningi ukukala ukusebenza kwangaphambilini; kodwa-ke, ingasetshenziswa futhi ukukala imbuyiselo yesikhwama semali yesikhathi esizayo uma imbuyiselo ebekiwe kanye nezinga lokubuya elingenabungozi litholakala.