Perhaps unsurprisingly, when players were of different races or nationalities, the return ratio was much lower.
By actively managing its credit portfolio using the analytics capabilities, the bank has improved its risk-return ratio, and it is better positioned to pursue growth opportunities and to understand the contingencies when capital is in short supply.
But he said it is a different situation when one approaches asset class as a fundamental investment and add commodities to achieve a certain rate of return or Sharpe ratio.
Assume a 6.2% return, and the funded ratio drops to 58%.
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Rather, the long-term rate of return on stocks is determined by the ratio of share price to dividends.
Your return should match the market minus the expense ratio you pay to invest in the fund.
Telecoms, consisting mostly of original issues, posted a -1.01% mean quarterly return and a -0.31 Sharpe Ratio.
Portfolio managers often use the eponymous Sharpe ratio to determine how much excess return they are producing per unit of risk.
Each month ETFChannel.com sorts through more than 800 ETFs to find the leader in twelve categories with regard to the average expense ratio and average trailing twelve month return.
He observed that, while it was difficult to predict stock market performance in the near term (one-year horizon), there was a strong relationship between the price-earnings ratio and the long-term market return (10-year horizon).
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The report found strong evidence that involvement of financial advisors results in inferior risk-return trade-offs, as measured by the Sharpe ratio, regardless of advisory model.
My Lynch-based method also likes financial intermediaries to have an equity-to-assets ratio of at least 5% and a return on assets of at least 1%.
So let's look at a statistic we might call the dominance ratio: the ratio of the winner's percentage of return points won to his opponent's percentage of return points won.
He found that this smoothed the extremes of the ratio and improved its long-term stock market return forecasting ability.
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McKinsey makes the striking claim that "the ratio of UK household debt to disposable income would not return to its pre-bubble trend for up to a decade" - which implies that as we in the UK look for a return to more normal levels of economic growth, momentum is not going to be provided by consumer spending for perhaps up to 10 years.
When used in conjunction with other measures, the Sharpe ratio can help investors develop a strategy that matches both their return needs and risk tolerance, advisers say.
For what it's worth, the 2013 target for return on equity was more than 15% and the cost:income ratio supposed to be less than 50% by then.
There has been some disclosure that some of the recently drilled Mississippian prospects contain a higher ratio of lower priced dry natural gas than anticipated, thus lowering return expectations.
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Clients who use this ratio may end up flocking to a manager who earns a relatively modest return with very low volatility.
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Strikingly, over the past year, return on equity fell from 14% to 12% and the cost:income ratio rose, from 56% to 59%.
The Forbes Best Buy rankings aim somewhere down the middle: We give equal weight to a measure of risk-adjusted return and to that element of the hurdle that is publicly reported, the expense ratio.
Although HS2 seems to have a positive cost-benefit ratio, there are other projects, chiefly in roadbuilding, that would provide a better return.
If economic growth does not return, deficit reduction proves too painful or interest rates are much higher than we assume, the debt ratio is likely to spiral upwards until default becomes all but inevitable.
That mixture of fallen angels and original issues just matched the return on three-month Treasuries, at 1.28%, resulting in a 0.00 Sharpe Ratio.
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