The <SharpeRatio> Element

Description

The Sharpe ratio for an issue.

<SharpeRatio
    period = string
    type = string
    date = datetime
    original-value = money />

Attributes

Attribute nameData typeDescription
periodstring The period for the value:

1-year One year value.
3-year Three year value.
5-year Five year value.

typestring Calculation range:

day Calculated on a day basis.
month Calculated on a month basis.

datedatetime The date for the value.
original-valuemoney The calculated value.

Number of occurences

Unlimited

Occurs within

<Statistics>

Can contain

None (element is closed).

See also

<Volatility>