Where Have all the Sharpe Ratios (over 1) Gone?
這一篇文章就是前兩天推薦的「佛耶魯教你一輩子的理財規劃」一書作者Blog「World Beta」的文章,重點則在下面這章圖:
如果不瞭解Sharpe Ratio的人,可以看看Investopedia的解釋,或是查中文的夏普指數,網路上介紹很多。而根據Investopedia的說法:
也就是說,很難有基金可以長期維持好表現。To give you some insight, a ratio of 1 or better is considered good, 2 and better is very good, and 3 and better is considered excellent.
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