Sharpe

Sharpe Ratio & Information Ratio – By Prof. Simply Simple ,[object Object],[object Object],[object Object]

There is something more... ,[object Object],[object Object]

Here it is… ,[object Object],[object Object],[object Object],[object Object]

Analogy ,[object Object],[object Object],[object Object],[object Object],[object Object]

What do we learn from these scores? ,[object Object],[object Object],[object Object],[object Object]

Sharpe Ratio decides as follows… ,[object Object],[object Object],[object Object],[object Object]

But… ,[object Object],[object Object]

Mathematically… ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

So… ,[object Object],[object Object],[object Object],[object Object]

Now… ,[object Object],[object Object],[object Object]

On comparison with Dravid… ,[object Object],[object Object],[object Object]

Thus… ,[object Object],[object Object]

Hope you now know the difference In case of any query please email to pradyumn@tataamc.com

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