又学了点， 谢谢！

来源: 螺丝螺帽 于 2026-01-08 09:19:40 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (10358 bytes)
回答: Between 1 and 1.5 由 三心三意 于 2026-01-07 16:51:29
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
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