Sharpe Ratio

[karthi_math]

All,

I have read about sharpe Ratio in a website.
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Sharpe Ratio

The Sharpe Ratio of a manager series is the quotient of the annualized excess return of the manager over the cash equivalent and the annualized standard deviation of the manager return.

Sharpe Ratio = (AnnRtn(r1, ..., rn) - AnnRtn(c1, ..., cn)) / AnnStdDev(r1, ..., rn)
where:

r1, ..., rn = manager return series
c1, ..., cn = cash equivalent return series

The Sharpe Ratio is a risk-adjusted measure of return which uses standard deviation to represent risk.
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How to solve this formula?

 

[Deleted member 4993]

All,

I have read about sharpe Ratio in a website.
---------------------------------------------
Sharpe Ratio

The Sharpe Ratio of a manager series is the quotient of the annualized excess return of the manager over the cash equivalent and the annualized standard deviation of the manager return.

Sharpe Ratio = (AnnRtn(r1, ..., rn) - AnnRtn(c1, ..., cn)) / AnnStdDev(r1, ..., rn)
where:

r1, ..., rn = manager return series
c1, ..., cn = cash equivalent return series

The Sharpe Ratio is a risk-adjusted measure of return which uses standard deviation to represent risk.
---------------------------------------------

How to solve this formula?

Plug in known values - press the buttons - out-comes what you wanted to know....

 

[Denis]

Plug in known values - press the buttons - out-comes what you wanted to know....

But that's too much work :wink: