{"id":37991,"date":"2026-05-29T19:32:45","date_gmt":"2026-05-29T19:32:45","guid":{"rendered":"https:\/\/volity.io\/non-classifiee\/what-is-sharpe-ratio\/"},"modified":"2026-05-29T19:32:54","modified_gmt":"2026-05-29T19:32:54","slug":"what-is-sharpe-ratio","status":"publish","type":"post","link":"https:\/\/volity.io\/fr\/glossaire\/what-is-sharpe-ratio\/","title":{"rendered":"Qu&rsquo;est-ce que le ratio de Sharpe"},"content":{"rendered":"<h2>Comment \u00e7a fonctionne<\/h2>\n<p>Sharpe = (Rendement Strat\u00e9gie \u2212 Taux Sans Risque) \/ \u00c9cart-type des Rendements. Le taux sans risque est typiquement un rendement Treasury court terme. L&rsquo;\u00e9cart-type est calcul\u00e9 sur la m\u00eame p\u00e9riodicit\u00e9 que les rendements (quotidien, hebdomadaire, mensuel). Pour annualiser un Sharpe depuis des rendements quotidiens, multipliez par la racine carr\u00e9e de 252. Un Sharpe de 1,0 est d\u00e9cent ; 2,0 est tr\u00e8s bon ; 3,0 est rare et signale typiquement une erreur de donn\u00e9es ou un surajustement.<\/p>\n<h2>Exemple<\/h2>\n<p>Strat\u00e9gie A livre 15 pour cent de rendement annuel avec 20 pour cent de volatilit\u00e9 annuelle. Taux sans risque 4 pour cent. Sharpe = (15 \u2212 4) \/ 20 = 0,55. Strat\u00e9gie B livre 10 pour cent de rendement avec 8 pour cent de volatilit\u00e9. Sharpe = (10 \u2212 4) \/ 8 = 0,75. B bat A en ajust\u00e9 du risque m\u00eame si A a un rendement absolu plus \u00e9lev\u00e9. Avec du levier, B peut \u00eatre leverg\u00e9e pour \u00e9galer la volatilit\u00e9 d&rsquo;A en conservant son edge ajust\u00e9 du risque.<\/p>\n<h2>Pourquoi c&rsquo;est important<\/h2>\n<p>Comparer des strat\u00e9gies par rendement absolu seul r\u00e9compense syst\u00e9matiquement la prise de risque excessive. Le Sharpe force une comparaison apples-to-apples. Le pi\u00e8ge : le Sharpe p\u00e9nalise la volatilit\u00e9 \u00e0 la hausse autant que celle \u00e0 la baisse, ce qui peut d\u00e9savantager les strat\u00e9gies \u00e0 skew positif. Pour les strat\u00e9gies \u00e0 queue lourde, regardez aussi le ratio Sortino (volatilit\u00e9 \u00e0 la baisse seulement) ou le drawdown maximum. Le Sharpe est le point de d\u00e9part, pas le mot final.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Comment \u00e7a fonctionne Sharpe = (Rendement Strat\u00e9gie \u2212 Taux Sans Risque) \/ \u00c9cart-type des Rendements. Le taux sans risque est typiquement un [&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":[258],"tags":[],"class_list":["post-37991","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-glossaire"],"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&#039;est-ce que le ratio de Sharpe<\/title>\n<meta name=\"description\" content=\"Le ratio de Sharpe est l&#039;exc\u00e8s de rendement sur le taux sans risque divis\u00e9 par la volatilit\u00e9. 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