Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for ESGYX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sharpe Ratio Definition

View Historical Sharpe Ratio Definition
Start Trial

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.

Read full definition.

Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sharpe Ratio (Since Inception) Excel Add-In Codes

View Historical Sharpe Ratio (Since Inception) Excel Add-In Codes
Start Trial
Metric Code: historical_sharpe_all
Latest Data Point: =YCP("M:ESGYX", "historical_sharpe_all")
Last 5 Data Points: =YCS("M:ESGYX", "historical_sharpe_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.