You are currently not signed in. Any products you have purchased will not be available until you Sign In.
For a personalized walk-through of IRMI Online, Request a Demo.

Sharpe ratio

A measurement often used to synthesize risk into an easy-to-understand metric. Sharpe ratio is a risk-adjusted measure calculated using standard deviation and excess return (the return of an investment in excess of a risk-free return, such as the 90-day Treasury bill) to determine reward per unit of risk. The higher the Sharpe ratio, the better the historical risk-adjusted performance is.


Links for IRMI Online Subscribers Only: CICR 2/2005


More Risk Finance and Captives Information from IRMI
Books, Manuals, Newsletters IRMI
Online
ReferenceConnect
Risk Financing IRMI Online ReferenceConnect
Captive Insurance Company Reports IRMI Online ReferenceConnect
Captive Practices and Procedures IRMI Online ReferenceConnect
Captives and the Management of Risk IRMI Online ReferenceConnect
The Risk Report IRMI Online ReferenceConnect
Free Risk Financing Articles in IRMI.com
25 Risk-Conquering Ideas
Risk Finance
Captive Insurance
Additional Insured Insurance Law
Insurance Continuing Education Courses from IRMI
Ethics Considerations for P&C Insurance Professionals (CE)
Ethics in the P&C Insurance Workplace (CE)

Navigation

Social Media