翻訳と辞書 Words near each other ・ Risqué ・ Risqué (album) ・ Risk of loss ・ Risk of Missed PRRS PCR Detection ・ Risk of mortality ・ Risk of Rain ・ Risk of ruin ・ Risk panel ・ Risk parity ・ Risk perception ・ Risk pool ・ Risk premium ・ Risk reduction ・ Risk register ・ Risk retention group ・ Risk return ratio ・ Risk reversal ・ Risk Revival ・ Risk Rock ・ Risk society ・ Risk Takers ・ Risk transformation ・ Risk Warning System ・ Risk! ・ Risk, Hazards & Crisis in Public Policy ・ Risk-adjusted return on capital ・ Risk-aware consensual kink ・ Risk-based auditing ・ Risk-based authentication ・ Risk-based inspection Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Risk return ratio ： ウィキペディア英語版 Risk return ratio The Risk-Return-Ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a straightforward way: :$R=(P\_-P\_)/P\_$ where $P\_$ and $P\_$ simply refer to the price by the start and end of the time period. The risk is measured as the percentage Maximum Drawdown (MDD) for the specific period: : where ''DDt'', ''DD''''t''-1, ''Pt'' and ''P''''t''-1 refer the drawdown (''DD'') and prices (''P'') at a specific point in time, ''t'', or the time right before that, ''t''-1. The Risk-Return-Ratio is then defined and measured, for a specific time period, as: :$RRR=R/MDD$ Note that dividing a percentage nominator by a percentage denominator renders a single number. This RRR number is a measure of the return in terms of risk. It is fully comparable, i.e. it’s possible to compare the RRR for one share with the RRR of another share, just as long as it’s the same time period. The RRR as defined here is formally the 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 be regarded as more general than the MER ratio since it can be used for any time interval even daily or intra-day prices, while the MER ratio seems to be confined to measuring only the risk and return of a fund since inception until the current date. It is also less ad hoc than the Calmar, the Sterling and the Burke ratios. The RRR was first defined and popularized by Dr. Richard CB Johnsson in his investment newsletter ('(A Simple Risk-Return-Ratio )', July 25, 2011). It is currently used by major investments sites like (ratiorank.com ). ==See also== * Burke ratio * Calmar ratio * Sterling ratio * MER ratio 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Risk return ratio」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.