ETFMG Alternative Harvest ETF (MJ)
MJ Historical Sharpe Ratio (5Y)
Historical Sharpe Ratio (5Y) Chart
Historical Historical Sharpe Ratio (5Y) Data
|January 31, 2021||--|
|December 31, 2020||--|
Historical Sharpe Ratio Definition
The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.