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Qhov twg sharpe ratio yog zoo?

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Qhov twg sharpe ratio yog zoo?
Qhov twg sharpe ratio yog zoo?

Video: Qhov twg sharpe ratio yog zoo?

Video: Qhov twg sharpe ratio yog zoo?
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Feem ntau, txhua qhov sib piv Sharpe ntau dua 1.0suav tias yog qhov zoo los ntawm cov tub ua lag luam. Ib qho piv txwv siab dua 2.0 yog qhov ntsuas tau zoo heev. Qhov piv ntawm 3.0 lossis siab dua yog suav tias yog qhov zoo heev. Ib qho piv txwv qis dua 1.0 yog suav tias yog qhov zoo tshaj plaws.

Sharpe ratio ntawm 0.5 txhais li cas?

Raws li txoj cai ntawm tus ntiv tes xoo, qhov sib piv Sharpe saum toj no 0.5 yog kev ua lag luam-kev sib tw yog tias ua tiav dhau lub sijhawm ntev. Qhov piv ntawm 1 yog qhov zoo heev thiab nyuaj rau kev ua tiav nyob rau lub sijhawm ntev. Qhov piv ntawm 0.2-0.3 yog nyob rau hauv txoj kab nrog kev lag luam dav.

Sharpe ratio zoo los phem yog dab tsi?

A Sharpe ratio ntawm 1.0 suav tias tau txais. Lub Sharpe piv ntawm 2.0 yog suav hais tias zoo heev. Lub Sharpe piv ntawm 3.0 yog suav tias yog zoo heev. Qhov sib piv Sharpe tsawg dua 1.0 suav tias yog neeg pluag.

Tus piv txwv zoo Sharpe yog dab tsi?

Sharpe Ratios saum toj 1.00 feem ntau suav tias yog "zoo", vim qhov no yuav qhia tias cov ntaub ntawv tau muab ntau dua rov qab los ntawm nws qhov kev hloov pauv. Tau hais tias, cov tub ua lag luam feem ntau yuav sib piv Sharpe Ratio ntawm cov ntaub ntawv txheeb ze rau nws cov phooj ywg.

Tus nqi qis Sharpe txhais li cas?

Kev txhais: Sharpe piv yog qhov ntsuas ntawm kev pheej hmoo-hloov rov qab los ntawm cov ntaub ntawv nyiaj txiag. Ib qho khoom lag luam nrog qhov sib piv Sharpe ntau dua yog suav tias yog cov txheeb ze zoo rau nws cov phooj ywg. Yog tias ob qhov nyiaj muab qhov zoo sib xws, qhov sib txawv ntawm tus qauv siab dua yuav muaj qhov sib piv qis dua. …

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