Sharpe.ratio {FinCal}

Computing Sharpe Ratio

Description

Computing Sharpe Ratio

Usage

Sharpe.ratio(rp, rf, sd)

Arguments

rp

portfolio return

rf

risk-free return

sd

standard deviation of portfolio retwns

See Also

coefficient.variation

SFRatio

Examples

Sharpe.ratio(rp=0.038,rf=0.015,sd=0.07)