Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for OIEPX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

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Date Value
March 31, 2021 --
February 28, 2021 --
January 31, 2021 --
December 31, 2020 --
November 30, 2020 --
Date Value
October 31, 2020 --
September 30, 2020 --
August 31, 2020 --
July 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.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

Minimum
Jul 2020
Maximum
Mar 2021
Average
Median
Nov 2020