**Sharpe RatioÂ**

Measures excess return per unit of risk.

Sharpe ratio =Â

Roy's safety- First ratio:Â

Sharpe Ratio uses risk free rate,Â Roys Ratio uses Min. hurdle rate

For both ratios, larger is better.

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Measures excess return per unit of risk.

Sharpe ratio =Â

Roy's safety- First ratio:Â

Sharpe Ratio uses risk free rate,Â Roys Ratio uses Min. hurdle rate

For both ratios, larger is better.

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