Sharpe Ratio v/s VaR

Owned by Yash Timbadia (Unlicensed)
Last updated: Nov 19, 2018 by Former user (Deleted)
1 min read

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.