The PortScenSharpeRatioA.xlsx Model

Portfolio Optimization with Sharpe Ratio Risk Measure

View the model

Download the model

Is the ratio of a portfolio's expected return in excess of the reference risk free rate of return,

divided by the standard deviation in return, i.e.,

the ratio: (E(W) - rf)/ SD( W)

The greater a portfolio's Sharpe ratio the better its risk adjustment.

Keywords:

Portfolio | Scenario | Sharpe Ratio | Risk Management |