Parameter which expresses the connection between risks and returns. Absolute returns (total returns) are disclosed per unit of risk incurred. The value obtained shows the risk-adjusted performance of a capital investment. For this parameter, it is therefore interesting to know how much risk was entailed in generating a return. The higher the compensation per risk unit, the better.
German: Sharpe Ratio (SR) (730)
Source: SFO D15 2010 m. e. E., 24.04.2010