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sharpe_msr

sharpe_msr (routine)

Calculates the AIMR specified Sharpe measure of a portfolio

Introduced in release: 1.0
Component: AIMR/Port/Cash flows
Purpose: Measures the portfolio reward relative to the portfolio volatility.

Notes: For an alternative measure see treynor_msr

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.
Last Mod Date: 12/15/1994© 2001 TIPS, Inc.Doc Version: 5.0