{"id":37995,"date":"2026-05-29T19:32:45","date_gmt":"2026-05-29T19:32:45","guid":{"rendered":"https:\/\/volity.io\/sin-categorizar\/what-is-sharpe-ratio\/"},"modified":"2026-05-29T19:33:09","modified_gmt":"2026-05-29T19:33:09","slug":"what-is-sharpe-ratio","status":"publish","type":"post","link":"https:\/\/volity.io\/es\/glosario\/what-is-sharpe-ratio\/","title":{"rendered":"Qu\u00e9 es el ratio de Sharpe"},"content":{"rendered":"<h2>C\u00f3mo funciona<\/h2>\n<p>Sharpe = (Rendimiento Estrategia \u2212 Tasa Libre de Riesgo) \/ Desviaci\u00f3n Est\u00e1ndar de Rendimientos. La tasa libre de riesgo suele ser un rendimiento del Tesoro a corto plazo. La desviaci\u00f3n est\u00e1ndar se calcula con la misma periodicidad que los rendimientos (diario, semanal, mensual). Para anualizar un Sharpe desde rendimientos diarios, multiplica por la ra\u00edz cuadrada de 252. Un Sharpe de 1,0 es decente; 2,0 es muy bueno; 3,0 es raro y suele indicar error de datos o sobreajuste.<\/p>\n<h2>Ejemplo<\/h2>\n<p>Estrategia A entrega 15 por ciento de rendimiento anual con 20 por ciento de volatilidad anual. Tasa libre de riesgo 4 por ciento. Sharpe = (15 \u2212 4) \/ 20 = 0,55. Estrategia B entrega 10 por ciento de rendimiento con 8 por ciento de volatilidad. Sharpe = (10 \u2212 4) \/ 8 = 0,75. B vence a A en ajustado por riesgo aunque A tenga mayor rendimiento absoluto. Con apalancamiento, B puede apalancarse para igualar la volatilidad de A manteniendo su ventaja ajustada por riesgo.<\/p>\n<h2>Por qu\u00e9 importa<\/h2>\n<p>Comparar estrategias solo por rendimiento absoluto premia sistem\u00e1ticamente la toma excesiva de riesgo. El Sharpe fuerza una comparaci\u00f3n equivalente. La trampa: el Sharpe penaliza la volatilidad alcista igual que la bajista, lo que puede desfavorecer estrategias con sesgo positivo. Para estrategias con colas pesadas, mira tambi\u00e9n el Sortino (solo volatilidad bajista) o el drawdown m\u00e1ximo. El Sharpe es el punto de partida, no la palabra final.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>C\u00f3mo funciona Sharpe = (Rendimiento Estrategia \u2212 Tasa Libre de Riesgo) \/ Desviaci\u00f3n Est\u00e1ndar de Rendimientos. La tasa libre de riesgo suele [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":38160,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"custom_schema":"","footnotes":""},"categories":[260],"tags":[],"class_list":["post-37995","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-glosario"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v27.7 (Yoast SEO v27.7) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Qu\u00e9 es el ratio de Sharpe<\/title>\n<meta name=\"description\" content=\"El ratio de Sharpe es el exceso de rendimiento sobre la tasa libre de riesgo dividido por volatilidad. 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