The hedge ratio compares the value of a position protected through the use of a hedge with the size of the entire position itself. What Is the Hedge Ratio? · How It Works · Example

21 сент. 2021 г. · 4. Information Ratio. The information ratio is the excess return of an asset or portfolio divided by its “tracking error,” which is the standard ...

The Sharpe ratio indicates the amount of additional return obtained for each level of risk taken. A Sharpe ratio greater than 1 is good, while ratios below 1 ...

25 июн. 2024 г. · A higher Sharpe ratio indicates better risk-adjusted performance. For example, a Sharpe ratio of 1.5 suggests the fund provides 1.5 units of ...

Individual hedge funds' ratios are weighted by their net assets and then averaged.

In essence the Sharpe ratio measures the return achieved per unit of risk. Ratio is calculated by dividing the excess return of the analysed fund – over a ...

A higher TER does not necessarily imply a poor return, nor does a low TER imply a good return.

25 июл. 2022 г. · It's no surprise that the Top 50's 5-Year Sharpe Ratio of 1.75 was more than 60 basis points higher than the market's. One key reason that ...

Individual hedge funds' ratios are weighted by their gross assets and then averaged.

30 авг. 2022 г. · The top 50 also recorded a five-year Sharpe ratio of 1.75, more than 60 basis points higher than that of the market, and their market ...