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Sharpe Ratio 183 William F Sharpe 1966 . S h a r p e R a t i o R p R f p Rp Return of Portfolio Rf Risk free rate p Standard deviation of the portfolio s excess return When return skewness is significantly different from zero or return kurtosis is significantly different from three standard deviation is not the most appropriate measure of risk so Sharpe ratios are not the most appropriate measure of risk adjusted returns
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