ABC Hedge Fund had a 2% return when the market returned 10%. However, ABC's Sharpe ratio was

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ABC Hedge Fund had a 2% return when the market returned 10%. However, ABC's Sharpe ratio was superior to that of the market benchmark. What is the significance of the Sharpe ratio?

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Global Marketing management

ISBN: 978-0470505748

5th edition

Authors: Masaaki Kotabe, Kristiaan Helsen

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Posted Date: Apr 29, 2024 09:05 AM

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ABC Hedge Fund had a 2% return when the market returned 10%. However, ABC's Sharpe ratio was

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The Sharpe ratio is a measure comparing excess returns earned relative to the r... View the full answer

Global Marketing management

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