The Sharpe Ratio and the Information Ratio

May 12th, 2015
Studypool Tutor
Price: $10 USD

Tutor description

The article, “The Sharpe Ratio and the Information Ratio”, by Deborah Kidd is about the original risk-adjusted performance measure and they are Sharpe ratio and the Information Ratio. William Sharpe designed the first performance metric to insolate excess return per unit of total risk taken.

Word Count: 642
Showing Page: 1/2
The Sharpe Ratio and the Information RatioAndrew RobertsArticle Summary 3February 17, 2013The article, The Sharpe Ratio and the Information Ratio, by Deborah Kidd is about the original risk-adjusted performance measure and they are Sharpe ratio and the Information Ratio. William Sharpe designed the first performance metric to insolate excess return per unit of total risk taken. The Sharpe ratio shows whether a portfolio's returnsare due to smart investment decisions or a result of excess risk. The Sharpe ratio measure dividends average portfolio excess return over the sample p

Review from student

Studypool Student
" Very Satisfied. "
Ask your homework questions. Receive quality answers!

Type your question here (or upload an image)

1821 tutors are online

Brown University





1271 Tutors

California Institute of Technology




2131 Tutors

Carnegie Mellon University




982 Tutors

Columbia University





1256 Tutors

Dartmouth University





2113 Tutors

Emory University





2279 Tutors

Harvard University





599 Tutors

Massachusetts Institute of Technology



2319 Tutors

New York University





1645 Tutors

Notre Dam University





1911 Tutors

Oklahoma University





2122 Tutors

Pennsylvania State University





932 Tutors

Princeton University





1211 Tutors

Stanford University





983 Tutors

University of California





1282 Tutors

Oxford University





123 Tutors

Yale University





2325 Tutors