Sharpe Ratio definition

Sharpe Ratio means a risk-adjusted measure calculated to determine reward per unit of risk, using standard deviation and excess return. The higher the Sharpe Ratio, the better a fund’s historical risk-adjusted performance;
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Sharpe Ratio means, for each Sector Basket on each Relevant Index Selection Day, a value calculated based on the monthly performance of the relevant Sector Basket over the previous twelve months in accordance with the following formula:
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Sharpe Ratio. ’ means a ratio which is a measure of the excess return per unit of risk in an investment strategy, calculated as:
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More Definitions of Sharpe Ratio

Sharpe Ratio means a risk-adjusted measure calculated to determine reward per unit of risk, using standard deviation and excess return. The higher
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Related to Sharpe Ratio

  • Expense Ratio is defined as a Fund's annual investment management fees and expenses (excluding taxes, interest, all brokerage commissions, other normal charges incident to the purchase and sale of portfolio securities, and extraordinary expenses) as a percentage of such Fund's daily net asset value.

  • Percentage Ratio means with respect to a Trust, the percentage relationship among the Securities based on the number of contracts of each Option per Unit, the principal amount of each Bond per Unit and the number of shares of each Equity Security per Unit compared to all Securities attributable to each Unit existing immediately prior to the related additional deposit of Securities. The Percentage Ratio shall be adjusted to the extent necessary, and may be rounded, to reflect the occurrence of a stock dividend, a stock split or a similar event which affects the capital structure of the issuer of a security."

  • Net Leverage Ratio means, at any time, the ratio of (a)(i) Consolidated Total Indebtedness at such time minus (ii) the Qualified Cash Amount to (b) Consolidated EBITDA for the most recently completed period of four fiscal quarters.

  • Quick Ratio means, with respect to Lessee at any time, the ratio, determined on a consolidated basis in accordance with GAAP, of:

  • CET1 Ratio means, as of any Balance Sheet Date, the CET1 Capital as of such Balance Sheet Date, divided by the BIS Risk Weighted Assets as of such Balance Sheet Date, expressed as a percentage, such ratio (or the components thereof) as determined by the Group Holding Company, and (i) as disclosed in the Quarterly Financial Accounts published on the relevant Ordinary Publication Date or (ii) constituting (or as disclosed in) the Reviewed Interim Measurement published upon the instruction of FINMA on the relevant Extraordinary Publication Date, as applicable.