TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

SHARPE RATIO [1 record]

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Alphabetical list of terms

Record 1 2010-10-27

English

Subject field(s)
  • Investment
DEF

A ratio to measure risk-adjusted performance, calculated by subtracting the risk free rate from the rate of return for a portfolio, and dividing the result by the standard deviation or the portfolio returns.

OBS

Developed by William F. Sharpe.

French

Domaine(s)
  • Investissements et placements
DEF

Rapport servant à mesurer le rendement ajusté en fonction des risques. Il est calculé en soustrayant le taux sans risque du taux de rendement d'un portefeuille et en divisant le résultat par l'écart type des rendements du portefeuille.

CONT

Établie par le gagnant du prix Nobel d'économie William Sharpe [...]

Spanish

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