ClearPath Trader

Sharpe Ratio

Excess return per unit of total volatility. Higher Sharpe means better risk-adjusted performance (ex-post or ex-ante).

Category: Fundamental · Complexity: ★★★☆☆ (3/5)

Tags: macro, economic, fundamental

Sharpe Ratio chart illustration

Sharpe Ratio is part of the ClearPath Encyclopedia of Indicators — 184+ technical and fundamental models explained with visuals, so you can study an indicator before you put it on a live chart.

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