Details about the Google Finance "Sharpe ratio"?

ed

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Nov 22, 2006, 8:49:35 AM11/22/06

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Can someone "in the know" reveal the specifics of how the Google
Finance "Sharpe ratio" is calculated? Or reveal the source of the
data? TIA

BuddyZero

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Dec 30, 2006, 12:29:43 AM12/30/06

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Do you want info on the Sharpe ratio calculations in general? If so,
this might help.

http://www.fool.com/workshop/2000/workshop001128.htm
http://www.miapavia.it/homes/ik2hlb/sr.htm

ed oliveri

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Jan 1, 2007, 10:32:29 PM1/1/07

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Thank you for the suggested websites. I wanted to know two specific things about the "Sharpe ratio" that Google Finance reports:
1. What "risk-free investment" is used in the calculation?
2. Is the Sharpe ratio of a stock mutual fund calculated with the same "risk-free investment" as the Sharpe ratio of a bond mutual fund?

Piyush Sheth

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Jul 5, 2014, 9:54:44 AM7/5/14

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Google sources it from morningstar. Check morningstar for computation details.

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