Today’s post is about the Sharpe Ratio, which compares the returns from investment to their volatility/variability.
The Sharpe Ratio (SR) is a measure of return per unit risk (or rather, volatility), named after the Stanford professor (and Nobel laureate) William F. Sharpe who invented it in 1966.
We begin today’s Weekly Roundup in the FT, where Kate Beioley was looking at the returns on UK asset classes.
Returns on UK assets
It’s a thinnish Roundup this week, with most of the press occupied by Brexit shenanigans.
The research comes from the London Business School (via Numis), and…