WHIS比率,贝他已调整主动回报

公式或方程式(Formula or Equation)

WHIS ratio,Beta-adjusted active return,William Highducheck and Idan Shani ratio,WHISR,BAAR	WHIS比率,贝他已调整主动回报
αi	阿尔法系数,投资组合i的阿尔法系数
βi	贝他系数,投资组合i的贝他系数

计算器(Calculator)(how to use calculator?)

阿尔法系数 (α_i)

贝他系数 (β_i)

WHIS比率 (WHISR)

decimalpercent,%, parts per hundredper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Precision

0 1 2 3 4 5 6 7 8 9

参考文献(References)

1. Wikipedia article: WHIS ratio.