Dow Jones US Banks Total Stock Market Index (^DWCB)
4731.21 -64.00 (-1.33%) USD | Jun 05, 15:25
Dow Jones US Banks Total Stock Market Index Historical Sharpe Ratio (5Y)
Historical Sharpe Ratio (5Y) Chart
Historical Historical Sharpe Ratio (5Y) Data
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.
Historical Sharpe Ratio (5Y) Range, Past 5 Years