Calvert US Large Cap Core Rspnb Idx A (CSXAX)
52.17
+0.45
(+0.87%)
USD |
Dec 11 2024
CSXAX Historical Sharpe Ratio (5Y)
Historical Sharpe Ratio (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical 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
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Maximum
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Average
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Median
Historical Sharpe Ratio (5Y) Benchmarks
Historical Sharpe Ratio (5Y) Related Metrics
Historical Sharpe Ratio (5Y) Excel Add-In Codes
Metric Code: historical_sharpe_5y |
Latest Data Point: =YCP("M:CSXAX", "historical_sharpe_5y") |
Last 5 Data Points: =YCS("M:CSXAX", "historical_sharpe_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |