{"id":47350,"date":"2025-01-28T22:55:52","date_gmt":"2025-01-28T14:55:52","guid":{"rendered":"http:\/\/test.swqi.tw\/?p=47350"},"modified":"2025-12-03T03:47:10","modified_gmt":"2025-12-02T19:47:10","slug":"sharp-ratio","status":"publish","type":"post","link":"https:\/\/mister.forex\/hk\/sharp-ratio\/","title":{"rendered":"\u4ec0\u9ebc\u662f\u590f\u666e\u6bd4\u7387\uff08Sharpe Ratio\uff09\uff1f\u5b8c\u6574\u89e3\u6790\u5916\u532f\u4ea4\u6613\u4e2d\u7684\u7e3e\u6548\u8861\u91cf\u5de5\u5177"},"content":{"rendered":"<div data-elementor-type=\"wp-post\" data-elementor-id=\"47350\" class=\"elementor elementor-47350\" data-elementor-post-type=\"post\">\n\t\t\t\t<div class=\"elementor-element elementor-element-ad7dabc e-flex e-con-boxed e-con e-parent\" data-id=\"ad7dabc\" data-element_type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-00a1d42 elementor-widget elementor-widget-html translation-block\" data-id=\"00a1d42\" data-element_type=\"widget\" data-widget_type=\"html.default\"><span>\n\u5728\u5916\u532f\u4ea4\u6613\u5e02\u5834\uff0c\u6295\u8cc7\u7e3e\u6548\u4e0d\u50c5\u50c5\u53d6\u6c7a\u65bc\u6536\u76ca\u7684\u5927\u5c0f\uff0c\u9084\u53d6\u6c7a\u65bc\u6240\u627f\u64d4\u7684\u98a8\u96aa\u3002\u9019\u4f7f\u5f97\u300c\u590f\u666e\u6bd4\u7387\uff08Sharpe Ratio\uff09\u300d\u6210\u70ba\u4e00\u500b\u81f3\u95dc\u91cd\u8981\u7684\u6307\u6a19\u3002\u5b83\u5e6b\u52a9\u5916\u532f\u4ea4\u6613\u8005\u4ee5\u6e05\u6670\u7684\u6578\u64da\u5e73\u8861\u6536\u76ca\u8207\u98a8\u96aa\uff0c\u9032\u800c\u8a55\u4f30\u4ea4\u6613\u7b56\u7565\u7684\u6709\u6548\u6027\u3002<br><br>\n\n<h2><strong>\u590f\u666e\u6bd4\u7387\u7684\u5b9a\u7fa9<\/strong>&nbsp;<\/h2>\n\n\u590f\u666e\u6bd4\u7387\u662f\u4e00\u500b\u8861\u91cf\u98a8\u96aa\u8abf\u6574\u5f8c\u56de\u5831\u7684\u6307\u6a19\u3002\u5b83\u7684\u57fa\u672c\u516c\u5f0f\u5982\u4e0b\uff1a<br><br>\n\n<strong>\u590f\u666e\u6bd4\u7387 = \uff08\u6295\u8cc7\u7d44\u5408\u7684\u5e73\u5747\u56de\u5831 - \u7121\u98a8\u96aa\u6536\u76ca\u7387\uff09 \u00f7 \u6295\u8cc7\u56de\u5831\u7684\u6a19\u6e96\u5dee<\/strong>&nbsp;<br><br>\n\n<ul>\n <li><strong>\u5e73\u5747\u56de\u5831\uff1a<\/strong>\u4e00\u6bb5\u6642\u9593\u5167\u6295\u8cc7\u7684\u5e73\u5747\u6536\u76ca\u3002<\/li>\n <li><strong>\u7121\u98a8\u96aa\u6536\u76ca\u7387\uff1a<\/strong>\u901a\u5e38\u7528\u653f\u5e9c\u50b5\u5238\u6216\u9280\u884c\u5b58\u6b3e\u7684\u56de\u5831\u7387\u4f86\u8868\u793a\u3002<\/li>\n <li><strong>\u6a19\u6e96\u5dee\uff1a<\/strong>\u56de\u5831\u7684\u6ce2\u52d5\u6027\uff0c\u4ee3\u8868\u98a8\u96aa\u3002<\/li>\n<\/ul><br>\n\n<strong>\u7c21\u800c\u8a00\u4e4b\uff0c\u590f\u666e\u6bd4\u7387\u7528\u4f86\u6bd4\u8f03\u6bcf\u55ae\u4f4d\u98a8\u96aa\u6240\u80fd\u7372\u5f97\u7684\u56de\u5831\u3002\u6bd4\u7387\u8d8a\u9ad8\uff0c\u8868\u793a\u6295\u8cc7\u7b56\u7565\u66f4\u9ad8\u6548\uff0c\u6536\u76ca\u76f8\u8f03\u65bc\u98a8\u96aa\u66f4\u5177\u5438\u5f15\u529b\u3002<\/strong>&nbsp;<br><br>\n\n<h2><strong>\u590f\u666e\u6bd4\u7387\u5982\u4f55\u61c9\u7528\u65bc\u5916\u532f\u4ea4\u6613\uff1f<\/strong>&nbsp;<\/h2>\n\n\u5916\u532f\u5e02\u5834\u7279\u9ede\u662f\u9ad8\u6ce2\u52d5\u6027\u8207\u9ad8\u69d3\u687f\uff0c\u590f\u666e\u6bd4\u7387\u5e6b\u52a9\u4ea4\u6613\u8005\u8a55\u4f30\u4e0d\u540c\u7b56\u7565\u5728\u9019\u7a2e\u74b0\u5883\u4e2d\u7684\u8868\u73fe\u3002\u4ee5\u4e0b\u662f\u4e00\u4e9b\u5e38\u898b\u7684\u61c9\u7528\u5834\u666f\uff1a<br><br>\n\n<h3><strong>1. \u6bd4\u8f03\u4ea4\u6613\u7b56\u7565<\/strong>&nbsp;<\/h3>\n\n\u4ea4\u6613\u8005\u53ef\u4ee5\u901a\u904e\u590f\u666e\u6bd4\u7387\u6bd4\u8f03\u5169\u500b\u6216\u591a\u500b\u7b56\u7565\u7684\u7e3e\u6548\u3002\u4f8b\u5982\uff1a\uff08\u7121\u98a8\u96aa\u6536\u76ca\u7387\u5047\u8a2d\u70ba3%\uff09<br><br>\n\n<ul>\n <li><strong>\u7b56\u7565 A\uff1a<\/strong>\u5e74\u56de\u5831\u7387 25%\uff0c\u6ce2\u52d5\u7387\uff08\u6a19\u6e96\u5dee\uff0920%\u3002<\/li>\n <li><strong>\u7b56\u7565 B\uff1a<\/strong>\u5e74\u56de\u5831\u7387 18%\uff0c\u6ce2\u52d5\u7387 10%\u3002<\/li>\n<\/ul><br>\n\n\u590f\u666e\u6bd4\u7387\u7684\u8a08\u7b97\u7d50\u679c\uff1a<br><br>\n\n<ul>\n <li>\u7b56\u7565 A \u7684\u590f\u666e\u6bd4\u7387\uff1a(25% - 3%) \u00f7 20% = 1.1<\/li>\n <li>\u7b56\u7565 B \u7684\u590f\u666e\u6bd4\u7387\uff1a(18% - 3%) \u00f7 10% = 1.5<\/li><img class=\"aligncenter size-full wp-image-47356\" src=\"https:\/\/mister.forex\/wp-content\/uploads\/2025\/01\/Sharp-Ratio.webp\" alt=\"\" width=\"1200\" height=\"675\">\n<\/ul><br>\n\n\u7d50\u679c\u986f\u793a\uff0c\u5118\u7ba1\u7b56\u7565 A \u7684\u56de\u5831\u7387\u8f03\u9ad8\uff0c\u4f46\u7b56\u7565 B \u5728\u98a8\u96aa\u8abf\u6574\u5f8c\u66f4\u5177\u5438\u5f15\u529b\u3002<br><br>\n\n<h3><strong>2. \u512a\u5316\u69d3\u687f\u8207\u8cc7\u91d1\u7ba1\u7406<\/strong>&nbsp;<\/h3>\n\n\u5916\u532f\u4ea4\u6613\u4e2d\u7684\u9ad8\u69d3\u687f\u53ef\u80fd\u5feb\u901f\u653e\u5927\u6536\u76ca\uff0c\u4f46\u540c\u6642\u4e5f\u589e\u52a0\u4e86\u98a8\u96aa\u3002\u901a\u904e\u590f\u666e\u6bd4\u7387\uff0c\u4ea4\u6613\u8005\u53ef\u4ee5\u66f4\u7406\u6027\u5730\u8a2d\u7f6e\u69d3\u687f\u500d\u6578\uff0c\u907f\u514d\u4e0d\u5fc5\u8981\u7684\u98a8\u96aa\u3002<br><br>\n\n<h3><strong>3. \u8b58\u5225\u9ad8\u98a8\u96aa\u7b56\u7565<\/strong>&nbsp;<\/h3>\n\n\u590f\u666e\u6bd4\u7387\u8f03\u4f4e\uff08\u4f4e\u65bc 1\uff09\u7684\u7b56\u7565\u53ef\u80fd\u8868\u793a\u98a8\u96aa\u8207\u56de\u5831\u4e0d\u5339\u914d\uff0c\u63d0\u793a\u4ea4\u6613\u8005\u91cd\u65b0\u5be9\u8996\u5176\u4ea4\u6613\u8a08\u5283\u3002<br><br>\n\n<h2><strong>\u5982\u4f55\u8a08\u7b97\u590f\u666e\u6bd4\u7387\uff1f<\/strong>&nbsp;<\/h2>\n\n\u4ee5\u4e0b\u662f\u7c21\u5316\u7684\u8a08\u7b97\u6b65\u9a5f\uff1a<br><br>\n\n<ol>\n <li>\u8a08\u7b97\u4ea4\u6613\u7b56\u7565\u7684\u5e73\u5747\u56de\u5831\uff08\u4f8b\u5982\u6708\u5ea6\u6216\u5e74\u5ea6\u56de\u5831\u7387\uff09\u3002<\/li>\n <li>\u6e1b\u53bb\u7121\u98a8\u96aa\u6536\u76ca\u7387\uff0c\u901a\u5e38\u53ef\u4ee5\u9078\u64c7\u570b\u5bb6\u50b5\u5238\u56de\u5831\u4f5c\u70ba\u53c3\u8003\u3002<\/li>\n <li>\u5c07\u7d50\u679c\u9664\u4ee5\u56de\u5831\u7684\u6ce2\u52d5\u6027\uff08\u6a19\u6e96\u5dee\uff09\u3002<\/li>\n<\/ol><br>\n\n\u4f8b\u5982\uff1a<br><br>\n\n<ul>\n <li>\u6708\u5ea6\u5e73\u5747\u56de\u5831\u7387\u70ba 2%\uff0c\u7121\u98a8\u96aa\u6536\u76ca\u7387\u70ba 0.5%\uff0c\u6ce2\u52d5\u7387\u70ba 3%\u3002<\/li>\n <li>\u590f\u666e\u6bd4\u7387\u8a08\u7b97\u70ba\uff1a(2% - 0.5%) \u00f7 3% = 0.5<\/li>\n<\/ul><br>\n\n\u6b64\u7d50\u679c\u8868\u793a\uff0c\u8a72\u7b56\u7565\u7684\u98a8\u96aa\u8abf\u6574\u5f8c\u56de\u5831\u6709\u9650\u3002<br><br>\n\n<h2><strong>\u590f\u666e\u6bd4\u7387\u7684\u512a\u9ede\u8207\u5c40\u9650\u6027<\/strong>&nbsp;<\/h2>\n\n<h3><strong>\u512a\u9ede<\/strong>&nbsp;<\/h3>\n\n<ol>\n <li><strong>\u76f4\u89c0\u6613\u61c2\uff1a<\/strong>\u5c07\u98a8\u96aa\u8207\u56de\u5831\u4ee5\u55ae\u4e00\u6578\u503c\u8868\u793a\uff0c\u65b9\u4fbf\u6bd4\u8f03\u4e0d\u540c\u7b56\u7565\u3002<\/li>\n <li><strong>\u5ee3\u6cdb\u9069\u7528\uff1a<\/strong>\u9069\u7528\u65bc\u591a\u7a2e\u91d1\u878d\u5e02\u5834\uff0c\u5305\u62ec\u5916\u532f\u3001\u80a1\u7968\u3001\u57fa\u91d1\u7b49\u3002<\/li>\n <li><strong>\u91cf\u5316\u7e3e\u6548\uff1a<\/strong>\u5e6b\u52a9\u4ea4\u6613\u8005\u7406\u6027\u5206\u6790\uff0c\u800c\u975e\u50c5\u6191\u76f4\u89ba\u3002<\/li>\n<\/ol>\n\n<h3><strong>\u5c40\u9650\u6027<\/strong>&nbsp;<\/h3>\n\n<ol>\n <li><strong>\u5047\u8a2d\u56de\u5831\u6b63\u614b\u5206\u4f48\uff1a<\/strong>\u5916\u532f\u5e02\u5834\u4e2d\uff0c\u56de\u5831\u5e38\u5e38\u504f\u96e2\u6b63\u614b\u5206\u4f48\uff0c\u53ef\u80fd\u5c0e\u81f4\u7d50\u679c\u5931\u771f\u3002<\/li>\n <li><strong>\u672a\u8003\u616e\u4e0b\u884c\u98a8\u96aa\uff1a<\/strong>\u590f\u666e\u6bd4\u7387\u5c0d\u6240\u6709\u6ce2\u52d5\u4e00\u8996\u540c\u4ec1\uff0c\u4f46\u5be6\u969b\u4e0a\u4e0b\u884c\u6ce2\u52d5\uff08\u8667\u640d\uff09\u5c0d\u6295\u8cc7\u8005\u5f71\u97ff\u66f4\u5927\u3002<\/li>\n<\/ol><br>\n\n\u89e3\u6c7a\u65b9\u6cd5\u662f\u642d\u914d\u4f7f\u7528\u5176\u4ed6\u6307\u6a19\uff0c\u5982\u5c08\u6ce8\u4e0b\u884c\u98a8\u96aa\u7684 Sortino \u6bd4\u7387\u3002<br><br>\n\n<h2><strong>\u5982\u4f55\u63d0\u9ad8\u5916\u532f\u4ea4\u6613\u4e2d\u7684\u590f\u666e\u6bd4\u7387\uff1f<\/strong>&nbsp;<\/h2>\n\n<ol>\n <li><strong>\u6539\u9032\u4ea4\u6613\u7b56\u7565<\/strong>&nbsp;\n <ul>\n <li>\u6e1b\u5c11\u96a8\u6a5f\u4ea4\u6613\uff0c\u63d0\u5347\u7b56\u7565\u7684\u7a69\u5b9a\u6027\u3002<\/li>\n <li>\u6ce8\u91cd\u57fa\u672c\u9762\u548c\u6280\u8853\u9762\u7684\u6574\u5408\u5206\u6790\u3002<\/li>\n <\/ul>\n <\/li>\n <li><strong>\u5206\u6563\u6295\u8cc7\u7d44\u5408<\/strong>&nbsp;\n <ul>\n <li>\u4e0d\u8981\u5c07\u6240\u6709\u8cc7\u91d1\u96c6\u4e2d\u65bc\u55ae\u4e00\u8ca8\u5e63\u5c0d\uff0c\u901a\u904e\u5206\u6563\u6295\u8cc7\u964d\u4f4e\u98a8\u96aa\u3002<\/li>\n <\/ul>\n <\/li>\n <li><strong>\u5408\u7406\u4f7f\u7528\u69d3\u687f<\/strong>&nbsp;\n <ul>\n <li>\u907f\u514d\u904e\u5ea6\u69d3\u687f\u5316\uff0c\u9069\u5ea6\u653e\u5927\u6536\u76ca\u540c\u6642\u63a7\u5236\u98a8\u96aa\u3002<\/li>\n <\/ul>\n <\/li>\n <li><strong>\u5b9a\u671f\u8a55\u4f30\u7e3e\u6548<\/strong>&nbsp;\n <ul>\n <li>\u6301\u7e8c\u76e3\u63a7\u590f\u666e\u6bd4\u7387\uff0c\u53ca\u6642\u8abf\u6574\u7b56\u7565\u4ee5\u4fdd\u6301\u98a8\u96aa\u8207\u56de\u5831\u7684\u5e73\u8861\u3002<\/li>\n <\/ul>\n <\/li>\n<\/ol><br><br>\n\n<h2><strong>\u7d50\u8ad6<\/strong>&nbsp;<\/h2>\n\n\u590f\u666e\u6bd4\u7387\u662f\u5916\u532f\u4ea4\u6613\u8005\u4e0d\u53ef\u6216\u7f3a\u7684\u7e3e\u6548\u6307\u6a19\uff0c\u5b83\u63ed\u793a\u4e86\u98a8\u96aa\u8207\u56de\u5831\u4e4b\u9593\u7684\u5e73\u8861\u95dc\u4fc2\u3002\u900f\u904e\u7406\u89e3\u548c\u61c9\u7528\u590f\u666e\u6bd4\u7387\uff0c\u4ea4\u6613\u8005\u80fd\u5728\u9ad8\u6ce2\u52d5\u7684\u5916\u532f\u5e02\u5834\u4e2d\u5236\u5b9a\u66f4\u7406\u6027\u7684\u7b56\u7565\uff0c\u964d\u4f4e\u98a8\u96aa\u4e26\u63d0\u9ad8\u9577\u671f\u6536\u76ca\u7387\u3002\u5982\u679c\u60a8\u5e0c\u671b\u5728\u5916\u532f\u5e02\u5834\u4e2d\u812b\u7a4e\u800c\u51fa\uff0c\u5b78\u6703\u8a08\u7b97\u548c\u904b\u7528\u590f\u666e\u6bd4\u7387\u5c07\u6210\u70ba\u60a8\u6210\u529f\u7684\u95dc\u9375\uff01\n<\/span><\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-88d5af6 elementor-widget elementor-widget-template\" data-id=\"88d5af6\" data-element_type=\"widget\" data-widget_type=\"template.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-template\">\n\t\t\t\t\t<div data-elementor-type=\"container\" data-elementor-id=\"49848\" class=\"elementor elementor-49848\" data-elementor-post-type=\"elementor_library\">\n\t\t\t\t<div class=\"elementor-element elementor-element-43b58eaa e-flex e-con-boxed e-con e-parent\" data-id=\"43b58eaa\" data-element_type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-83f27ac elementor-widget elementor-widget-html translation-block\" data-id=\"83f27ac\" data-element_type=\"widget\" data-widget_type=\"html.default\"><span>\n<strong style=\"font-size: 1.2em\">\nHi\uff0c\u6211\u5011\u662f <a href=\"https:\/\/mister.forex\/hk\/about-us\/\" target=\"_blank\" style=\"text-decoration: underline\">Mr.Forex \u7814\u7a76\u5718\u968a<\/a><\/strong><br>\n\n\u4ea4\u6613\u4e0d\u50c5\u9700\u8981\u6b63\u78ba\u7684\u5fc3\u614b\uff0c\u66f4\u9700\u8981\u6709\u7528\u7684\u5de5\u5177\u8207\u6d1e\u5bdf\u3002\u9019\u88e1\u5c08\u6ce8\u65bc\u5168\u7403\u7d93\u7d00\u5546\u8a55\u6e2c\u3001\u4ea4\u6613\u7cfb\u7d71\u5efa\u7f6e (MT4 \/ MT5\u3001EA\u3001VPS) \u8207\u5916\u532f\u5be6\u6230\u57fa\u790e\u3002\u89aa\u81ea\u6559\u4f60\u638c\u63e1\u91d1\u878d\u5e02\u5834\u7684\u300c\u64cd\u4f5c\u8aaa\u660e\u66f8\u300d\uff0c\u5f9e\u96f6\u6253\u9020\u5c08\u696d\u7684\u4ea4\u6613\u74b0\u5883\u3002<br>\n<br>\n\n<strong>\u5982\u679c\u4f60\u60f3\u5f9e\u7406\u8ad6\u9081\u5411\u5be6\u6230\uff1a<\/strong><br>\n1. \u5e6b\u5fd9\u5206\u4eab\u9019\u7bc7\u6587\u7ae0\uff0c\u8b93\u66f4\u591a\u4ea4\u6613\u8005\u770b\u898b\u771f\u76f8\u3002<br>\n2. \u95b1\u8b80\u66f4\u591a\u8207 <a href=\"https:\/\/mister.forex\/hk\/category\/learn-forex\/\" target=\"_blank\">\u5916\u532f\u6559\u5b78<\/a> \u76f8\u95dc\u6587\u7ae0\u3002\n<\/span><\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"<p>\u300c\u4e86\u89e3\u4ec0\u9ebc\u662f\u590f\u666e\u6bd4\u7387\uff08Sharpe 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