简单计算方法

来源: 2025-07-26 20:19:19 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

1: Collect holding stock historical data

2: Calculate gain and standard deviation 

3: Find risk free return (like bank savings account interest rate)

4: Single holding Sharpe Ratio=(Return - Riskfree_Return)/ Standard Deviation 

5: Total account Sharpe Ratio =(Sum(individual stock value * Sharpe))/Total account value