The Sterling ratio (SR) is a measure of the risk-adjusted return of an investment portfolio. While multiple definitions of the Sterling ratio exist, it...
2 KB (421 words) - 14:15, 28 February 2022
safety-first criterion Signal-to-noise ratio Sortino ratio Sterling ratio Treynor ratio Upside potential ratio V2 ratio Z score Sharpe, W. F. (1966). "Mutual...
17 KB (2,377 words) - 20:46, 20 August 2024
monthly basis, instead of the Sterling ratio's yearly basis. Young believed the Calmar ratio was superior because The Calmar ratio changes gradually and serves...
2 KB (296 words) - 16:01, 29 July 2024
Outperformance Probability Sharpe ratio Sortino ratio Sterling ratio Treynor ratio Upside potential ratio V2 ratio Clarke, Roger G.; de Silva, Harindra;...
6 KB (861 words) - 18:51, 21 August 2024
same as the so-called MER ratio, and shares some similarities with the Calmar ratio, the Sterling ratio and the Burke ratio. However, the RRR can arguably...
2 KB (425 words) - 06:41, 2 October 2023
Sterling (ISO code: GBP) is the currency of the United Kingdom and nine of its associated territories. The pound (sign: £) is the main unit of sterling...
142 KB (14,552 words) - 01:02, 29 August 2024
in value to sterling. As such Australia was on the gold standard so long as Britain was. In 1914, the British government removed sterling from the gold...
17 KB (1,664 words) - 05:06, 6 July 2024
In mathematics, two quantities are in the golden ratio if their ratio is the same as the ratio of their sum to the larger of the two quantities. Expressed...
114 KB (13,011 words) - 13:06, 19 August 2024
the V2 ratio is to improve on existing and popular measures of risk-adjusted return, such as the Sharpe ratio, information ratio or Sterling ratio by taking...
3 KB (500 words) - 21:12, 9 December 2023
measures: the Calmar ratio, the Sterling ratio and the Burke ratio. These measures can be considered as a modification of the Sharpe ratio in the sense that...
9 KB (1,275 words) - 22:30, 3 July 2024