又学了点， 谢谢！

来源: 于 2026-01-08 09:19:40 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次
Formula:
`Sharpe Ratio = (Investment Return - Risk-Free Rate) / Standard Deviation 
What the Numbers Mean
  • Higher is Better: A higher Sharpe ratio means more return per unit of risk.
  • > 1.0: Considered acceptable or good.
  • > 2.0: Considered very good.
  • > 3.0: Considered excellent.
  • < 1.0: Sub-optimal, suggesting poor risk-adjusted returns