斯特林比率,Sterling比率

公式或方程式(Formula or Equation)

Sterling ratio,SR,Deane Sterling Jones ratio	斯特林比率,Sterling比率
compound annual rate of return,CARR,CAROR,compound annualized rate of return,compound ROR,CROR,ROR	复合年均回报率,复合平均每年回报率
average largest drawdown,ALD,average maximum drawdown,AMD	平均最大亏损,平均最大衰落幅度

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

复合年均回报率 (CARR)

percent,%, parts per hundreddecimalper 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

平均最大亏损 (ALD)

percent,%, parts per hundreddecimalper 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

斯特林比率 (SR)

percent,%, parts per hundreddecimalper 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: Sterling ratio.
2. Sterling Ratio.