In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk.
Since its revision by the original author, William Sharpe, in 1994,[2] the ex-ante Sharpe ratio is defined as:
where is the asset return, is the risk-free return (such as a U.S. Treasury security). is the expected value of the excess of the asset return over the benchmark return, and is the standard deviation of the asset excess return. The t-statistic will equal the Sharpe Ratio times the square root of T (the number of returns used for the calculation).
The ex-post Sharpe ratio uses the same equation as the one above but with realized returns of the asset and benchmark rather than expected returns; see the second example below.
The information ratio is a generalization of the Sharpe ratio that uses as benchmark some other, typically risky index rather than using risk-free returns.
Risk adjusted reward 好才是真成功.
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) measures the performance of an investment such as a security or portfolio compared to a risk-free asset, after adjusting for its risk.
Since its revision by the original author, William Sharpe, in 1994,[2] the ex-ante Sharpe ratio is defined as:
where
is the asset return, 
is the risk-free return (such as a U.S. Treasury security). 
is the expected value of the excess of the asset return over the benchmark return, and 
is the standard deviation of the asset excess return. The t-statistic will equal the Sharpe Ratio times the square root of T (the number of returns used for the calculation).
The ex-post Sharpe ratio uses the same equation as the one above but with realized returns of the asset and benchmark rather than expected returns; see the second example below.
The information ratio is a generalization of the Sharpe ratio that uses as benchmark some other, typically risky index rather than using risk-free returns.
reward没有美元贬值来的快怎么办？
大部队资金陷进去？哈哈
是战战兢兢
总在市场里动来动去，想舔干净每个小波动。这不是投资啊
自己不定投偏偏每个帖子都是让网友定投
我管理的账户不能定投
我自己的钱也只有5%做波动短炒
2B了吧
你们基金当然不能定投了，不然谁还买你们的基金啊？哈哈
还有我们资金小，也没有你们的制约（什么能做，什么不能做），跑起来也比较快，哈哈
即使有别的路径，普通人也没有这样的资源 时间投入和眼光眼界
没个一二十年很难摸索出来一条自己的路 定投是无数人包括巴菲特，趟出来的一条坦途
这么说有问题吗？
你已经是曾经沧海难为水，我们还是小白刚起步，哈哈
也许你就是那幸运的1%。