简单计算方法

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

请您先登陆,再发跟帖!