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Dividend Growth Rate, min = -58.29% per year, mean = -1.17% per year, std. dev. = 14.70%, "Sharpe Ratio" = -0.08
The "Sharpe Ratio" is calculated as the ratio of the mean dividend growth rate divided by its standard deviation. This assumes that the dividend growth rate of a risk free investment is 0. The higher the "Sharpe Ratio" the better. It is stretching the definition of the real Sharpe Ratio to apply it in this way.
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Dividend Growth Rate, min = -58.29% per year, mean = -1.17% per year, std. dev. = 14.70%, "Sharpe Ratio" = -0.08
Back to Table Of Contents
Back to Table Of Contents