Is a sharpe ratio of 0.3 good
Web11 jan. 2024 · Generally speaking, a Sharpe ratio of 1+ is considered good, 2+ is very good, and 3+ is downright excellent. Still, investments with lower ratios than this … Web6 apr. 2024 · Sharpe ratio chart based on monthly total returns. Index data source: Factset As of December 31, 2024, the Real Estate Account had higher Sharpe ratios over the three, five and ten year periods ...
Is a sharpe ratio of 0.3 good
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WebTypically, the Sharpe ratio is calculated like this. Return – Risk-Free Rate / Standard Deviation. If you had an asset that theoretically returned 7.5 percent per year over the risk-free rate with a standard deviation of about 15 percent, your asset would have a Sharpe ratio of 0.5. Feb 8, 2024 Web13 apr. 2024 · Check Mirae Asset Nifty SDL June 2028 Index Fund Direct - Growth's Latest NAV, Expense Ratio, SIP Returns, Portfolio, Holding & Peer Comparison. Invest online with 0% Commission at ET Money One time Offer Get ET Money Genius at 80% OFF , at ₹249 ₹49 for the first 3 months.
Web27 jun. 2015 · A Sharpe ratio of 1 is considered good, while 2 is considered great and 3 is considered exceptional. HowTheMarketWorks: Sharpe Ratio To give you some insight, a … WebA hedge fund uncorrelated with the market offers a Sharpe ratio of 0.3 after fees. An investor who wants a 20% standard deviation can combine the stock market and the …
WebA Sharpe ratio less than 1 is considered bad. From 1 to 1.99 is considered adequate/good, from 2 to 2.99 is considered very good, and greater than 3 is considered excellent. The higher a fund’s Sharpe ratio, the better its returns have been relative to the amount of investment risk taken. WebSharpe Ratio 0.14 N/A Maximum Drawdown -8.2% N/A Value at Risk (VaR) 6.6% N/A Positive Months 68.3% 100.0% Standard Deviation: statistical measurement of the dispersion of fund returns relative to its own average return over the measured period Sharpe Ratio: a measure of how much risk a fund had to bear to earn
So, what is considered a good Sharpe ratio? What would indicate a high degree of expected return for a relatively low amount of risk? 1. Usually, any Sharpe ratio greater than 1.0 is considered acceptable to good by investors. 1. A ratio higher than 2.0 is rated as very good. 1. A ratio of 3.0 or higher is … Meer weergeven Since William Sharpe's creation of the Sharpe ratio in 1966,1 it has been one of the most referenced risk-return measures … Meer weergeven The main problem with the Sharpe ratio is that it is accentuated by investments that don't have a normal distribution of returns. Asset prices are bounded to the downside by zero but have theoretically unlimited upside … Meer weergeven
Web15 apr. 2024 · The area around 17 SHARPE ST is highly walkable. In fact, with several services and amenities nearby, you can take care of most errands on foot. Regarding … pershing general lovelockWebAs a rule of thumb, a Sharpe ratio above 0.5 is market-beating performance if achieved over the long run. A ratio of 1 is superb and difficult to achieve over long periods of time. A ratio of 0.2-0.3 is in line with the broader market. stalin chadWebHow to calculate Sharpe ratio. To calculate the Sharpe ratio, you need to first find your portfolio’s rate of return: R (p). Then, you subtract the rate of a ‘risk-free’ security such as … pershing goldWebA Sharpe ratio less than 1 is considered bad. From 1 to 1.99 is considered adequate/good, from 2 to 2.99 is considered very good, and greater than 3 is considered excellent. The … stalin chanWebThe Sharpe ratio would be considered 0.3. This is calculated as follows: Sharpe Ratio = (Return of Portfolio – Risk-Free Return) / Std Dev of Portfolio The risk-free rate of return … pershing global financial solutionsWeb29 okt. 2024 · A Sharpe ratio of less than one is considered less than good. Is a 2% Sharpe ratio good? Investors prefer a Sharpe ratio that indicates a high expected return for a relatively low amount of risk. A Sharpe ratio between 1-1.99 is considered as acceptable or good, greater than 2 is considered very good, and higher than 3 is … stalin charismaticWebAs a rule of thumb, a Sharpe ratio above 0.5 is market-beating performance if achieved over the long run. A ratio of 1 is superb and difficult to achieve over long periods of time. … stalin charisma