Sharpe ratio
measure of an investment's risk premium
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Sharpe ratio
Summary
Sharpe ratio is a financial measure[1]. It ranks in the top 8% of financial_measure entities by monthly Wikipedia readership (589 views/month).[2]
Key Facts
- Sharpe ratio's instance of is recorded as financial measure[3].
- William F. Sharpe is named after Sharpe ratio[4].
- Sharpe ratio's subclass of is recorded as ratio[5].
- Sharpe ratio's Freebase ID is recorded as /m/03rf67[6].
- Sharpe ratio's defining formula is recorded as S_a = \frac{E[R_a-R_b]}{\sigma_a} = \frac{E[R_a-R_b]}{\sqrt{\mathrm{var}[R_a-R_b]}}[7].
- Sharpe ratio's MathWorld ID is recorded as SharpeRatio[8].
- Sharpe ratio's Quora topic ID is recorded as Sharpe-Ratio[9].
- Sharpe ratio's STW Thesaurus for Economics ID is recorded as 30517-1[10].
- Sharpe ratio's maintained by WikiProject is recorded as WikiProject Mathematics[11].
- Sharpe ratio's Microsoft Academic ID is recorded as 139938925[12].
- Sharpe ratio's OpenAlex ID is recorded as C139938925[13].
Why It Matters
Sharpe ratio ranks in the top 8% of financial_measure entities by monthly Wikipedia readership (589 views/month).[2] It has Wikipedia articles in 18 language editions, a strong signal of global cultural recognition.[14] It is known by 14 alternative names across languages and contexts.[15]