Fuller & Thaler Behav Md-Cp Val C (FTVCX)
31.39
+0.12 (+0.38%)
USD |
Aug 18 2022
FTVCX Historical Sharpe Ratio (All)
Historical Sharpe Ratio (All) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Historical Sharpe Ratio (All) Data
| Date | Value |
|---|---|
| July 31, 2022 | -- |
| June 30, 2022 | -- |
| May 31, 2022 | -- |
| Date | Value |
|---|---|
| April 30, 2022 | -- |
| March 31, 2022 | -- |
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.