NASDAQ US CapEx Achievers Index Net Total Return (DISCONTINUED) (^NAUSCANTR)
77.01
-1637.86
(-95.51%)
USD |
Jun 09, 20:00
NASDAQ US CapEx Achievers Index Net Total Return (DISCONTINUED) Historical Sharpe Ratio (5Y)
Historical Sharpe Ratio (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Historical Sharpe Ratio (5Y) Data
| Date | Value |
|---|---|
| January 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.