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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク V2 ratio ： ウィキペディア英語版 V2 ratio The V2 Ratio (V2R) is a measure of excess return per unit of exposure to loss of an investment asset, portfolio or strategy, compared to a given benchmark. The goal of the V2 Ratio is to improve on existing and popular measures of risk-adjusted return, such as the Sharpe ratio, Information ratio or Sterling ratio by taking into account the psychological impact of investment performances. The V2 Ratio over-penalizes investments for which the investors had to go through bad returns comparatively to the market. The V2R is calculated as: $V^2\_R\; =\; \backslash frac\backslash big)^\backslash frac\; -\; 1\}-1\backslash big)^2\}\}\}+1\}$ where $V\_i$ is the ratio between the investment and the benchmark values at time $i$ (and $V\_0$,$V\_n$ the initial and final values respectively), $V\_i^p$ the peak value ratio reached at time $i$, $n$ the number of periods and $P$ the number of identical periods in a year. == History == The V2 Ratio was created by Emmanuel Marot of quantitative trading company Zenvestment (previously 'Valu Valu', hence the 'V2' in the V2 Ratio) and first published in 2011 on SeekingAlpha.com . 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「V2 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.