Disclaimer

The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

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Sharpe ratio

The Sharpe ratio describes the extent to which an investment compensates for extra risk. This ratio is also called the risk-return ratio.

The higher the ratio, the higher the risk compensation an investment offers. Investors will therefore have a preference for investments with a high Sharpe ratio or investments that raise the entire portfolio's Sharpe ratio through diversification.

The Sharpe ratio calculates the risk-bearing return above the risk-free return, generally using the yield on AAA government bonds for risk-free return.