https://111qqz.com/en/tags/%E6%B3%A2%E5%8A%A8%E7%8E%87/Recent content in 波动率 on 111qqz's blogHugo -- gohugo.ioenhust.111qqz@gmail.com (111qqz)hust.111qqz@gmail.com (111qqz)© 2011-2026 111qqzSun, 13 Sep 2026 17:30:00 +0800https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-what-does-sharpe-ratio-measure/Sun, 13 Sep 2026 17:30:00 +0800hust.111qqz@gmail.com (111qqz)https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-what-does-sharpe-ratio-measure/<p>上一篇《<a href="https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-risk-is-not-a-number/" >风险也不是一个数字</a>》的结尾留了一句：收益和风险都拆成了一组指标，但一项投资还是没法只看其中一边，下一篇写夏普比率，以及&quot;风险调整后收益&quot;到底调整了什么。这篇来还这笔账。</p>https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-risk-is-not-a-number/Sun, 13 Sep 2026 16:00:00 +0800hust.111qqz@gmail.com (111qqz)https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-risk-is-not-a-number/<p>上一篇《<a href="https://111qqz.com/en/post/%E9%87%91%E8%9E%8D/2026-09-13-return-is-not-a-number/" >收益率不是一个数字</a>》最后留下了一句话：同样赚了 10%，一路平稳和先腰斩再翻倍的体验完全不同。我本来以为接下来该看&quot;怎么比较投资&quot;了，结果发现前面还缺一块——先把风险这半边理清楚。</p>