Sharpe Performance Measure

0.01 sec.

Sharpe Benchmark

In financial econometrics, a model for a portfolio's performance that attempts to account for a money manager's index-like tendencies. In other words, the Sharpe benchmark attempts to statistically calculate whether a portfolio's success was due to good management or the taking of excessive risk. The model measures a company's or portfolio's performance against a series of securities indices.

Sharpe performance measure

A measure of risk-adjusted portfolio performance developed by William Sharpe. The index is calculated by dividing the risk premium return (average portfolio return less average risk-free return) divided by risk (standard deviation of portfolio returns). The Sharpe measure adjusts portfolio performance for total risk rather than market risk. Compare Treynor performance measure.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		Financial browser	?		Full browser	?
Treynor Performance Measure			shared appreciation mortgage shared equity mortgage shared tenant service provider Shareholder Shareholder Communications Improvement Act Shareholder Derivative Suit Shareholder Meeting Shareholder of Record Shareholder Proposal Shareholder Value Added Shareholder Value Transfer Shareholder Vote shareholders Shareholders Equity Shareholders' Equity Shareholders' Letter Shares Shares Authorized Shares Outstanding sharing the market uplift Shark Shark Repellant Shark Repellent Shark Watcher Sharpe Benchmark Sharpe Performance Measure Sharpe Ratio Sheetwise Shelf Offering Shelf Registration Shelf Talker Shell Branch Shell Corporation shell lease Shelter Sheltered Monopoly Shenzhen Stock Exchange sheriff's deed Sheriff's Sale Sherman Antitrust Act Shibosai Bond Shiharai Nouryoku Shihon Shisan Kakaku Keisei Moderu Shilling Shimming Shin'you Torihiki Shingle Theory Shipper's Export Declaration Shipping Certificate Shipping Documents Shirkah			sharp-shinned hawk sharp-sighted sharp-sighted sharp-sightedly sharp-sightedly sharp-sightedness sharp-sightedness sharp-tail sharp-tailed grouse Sharp-tailed Sandpiper sharp-tailed sparrow sharp-tasting sharp-tempered sharp-tempered sharp-tongued sharp-toothed sharp-witted sharp-witted sharp-wittedly sharp-wittedly sharp-wittedness sharp-wittedness sharp-worded Sharp/Shooting sharpbender Sharpe Sharpe Sharpe (disambiguation) Sharpe Army Depot Sharpe benchmark Sharpe Performance Measure Sharpe Portfolio Performance Measure Sharpe ratio Sharpe ratios Sharpe's Risk Adjusted Return Sharpe's Risk-Adjusted Return Sharpe, William Sharpe, William Forsyth sharped sharped sharped sharped sharped Sharpei Sharpei sharpen sharpen sharpen sharpen up sharpen up sharpened sharpened sharpened up sharpened up sharpener sharpener sharpeners sharpeners sharpening sharpening sharpening

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.