- reward-to-volatility ratio
- Ratio of excess return ( excess returns) to portfolio standard deviation. Bloomberg Financial Dictionary
Financial and business terms. 2012.
reward-to-volatility ratio
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Reward to Volatility Ratio — Die von Jack L. Treynor 1965 erstmals aufgestellte Treynor Ratio (auch Treynor Maß oder Reward to Volatility Ratio) ist eine auf dem Capital Asset Pricing Model (CAPM) aufbauende finanzwirtschaftliche Kennzahl. Sie bezeichnet das Verhältnis der… … Deutsch Wikipedia
Reward-to-volatility ratio — Ratio of excess return to portfolio standard deviation. The New York Times Financial Glossary … Financial and business terms
Ratio De Treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t … Wikipédia en Français
Ratio de treynor — Sommaire 1 Introduction 2 Formule et explications // Introduction Jack Treynor est un économiste qui en 1965 créa le ratio suivant, qui porta son nom ratio de Treynor (appelé aussi reward t … Wikipédia en Français
Ratio de Treynor — Le ratio de Treynor est un indicateur financier utilisé pour évaluer la rentabilité d un portefeuille. Sommaire 1 Introduction 2 Formule et explications 3 Voir aussi 3.1 Articles connexes … Wikipédia en Français
Treynor Ratio — A ratio developed by Jack Treynor that measures returns earned in excess of that which could have been earned on a riskless investment per each unit of market risk. The Treynor ratio is calculated as: (Average Return of the Portfolio Average… … Investment dictionary
Treynor ratio — The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on a riskless investment (i.e. Treasury Bill) (per each unit of market risk assumed).The Treynor ratio (sometimes called reward to volatility… … Wikipedia
Treynor-Ratio — Die von Jack Treynor 1965 erstmals aufgestellte Treynor Ratio (auch Treynor Maß oder Reward to Volatility Ratio) ist eine auf dem Capital Asset Pricing Model (CAPM) aufbauende finanzwirtschaftliche Kennzahl. Sie bezeichnet das Verhältnis der… … Deutsch Wikipedia
Sharpe ratio — The Sharpe ratio or Sharpe index or Sharpe measure or reward to variability ratio is a measure of the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a… … Wikipedia
Sterling Ratio — A ratio used mainly in the context of hedge funds. This risk reward measure determines which hedge funds have the highest returns while enduring the least amount of volatility. The formula is as follows: This formula uses the average for risk… … Investment dictionary
