Financial Glossary
Sharpe Ratio
Measures whether an asset earns enough relative to its risk. A higher value is better.
Explanation
Ratio of (return − risk-free rate) / standard deviation. Sharpe > 1 means good risk-adjusted performance.
Technical detail
Annualized Sharpe from the walk-forward out-of-sample backtest (net of costs). Benchmark SXR8.DE is used as the reference point.
See also
Educational content. Not investment advice. Past results do not guarantee future returns.