🔎 The reward to volatility ratio
The reward to volatility ratio is just the Sharpe ratio.
From the formula sheet:
Sharpe Ratio |
In general:
For the risky portfolio:
For the complete portfolio:
The reward to volatility ratio is just the Sharpe ratio.
From the formula sheet:
Sharpe Ratio |
In general:
For the risky portfolio:
For the complete portfolio: