Risk-free rate in the Sharpe ratio
The risk-free rate in the Sharpe ratio moves over time. How to match a bill yield to your return frequency, and what one fixed rate costs the answer.
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The risk-free rate in the Sharpe ratio moves over time. How to match a bill yield to your return frequency, and what one fixed rate costs the answer.
Right now a 3-month Treasury bill out-yields many blue-chip dividend stocks. Compare 15 big payers' dividend yields against the risk-free T-bill rate.