ratio.sharpe {rportfolio} | R Documentation |
Calculates the Sharpe Ratio of the Portfolio
ratio.sharpe(R1, Rf = 0)
R1 |
Portfolio Returns |
Rf |
Risk Free Rate of Return, Default: 0 |
The Sharpe ratio was developed by Nobel laureate William F. Sharpe and is used to help investors understand the return of an investment compared to its risk.
Calculates the Sharpe Ratio of the portfolio