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Sharpe Ratio v/s VaR
Sharpe Ratio v/s VaR
- Yash Timbadia (Unlicensed)
- Former user (Deleted)
Owned by Yash Timbadia (Unlicensed)
Sharpe Ratio v/s VaR
- The chart shows Sharpe Ratio and One Day VaR (or Value at Risk) for individual securities, custodians, asset classes or contract types as chosen by the User.
- Sharpe Ratio is a popular measure of Risk / Return (values above 1 are considered good).
- Value at Risk is a popular measure of risk being taken and is an estimate of likely single day change (whether up or down) in the value of that particular investment.
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