近三年夏普比率大于1有多难?仅不足2成私募产品做到!夏普10强产品有哪些?

私募排排网
Aug 27, 2025

本文首发于公众号“私募排排网”。(点击↑↑上图查看详情)在评价基金产品业绩时,除了考察收益(绝对收益、超额收益)外,夏普比率也是常用的考察指标。夏普比率是衡量风险调整后收益的一个指标,可以帮助投资者了解每承担一个单位总风险(标准差)所获得的超额收益(超过无风险利率的收益)。其计算公式为:夏普比率=(投资组合的预期收益率或平均收益率-无风险利率)/投资组合收益率的标准差。从夏普比率的公式不难看出,...

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