{"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":"2026-06-04T11:44:22","modified_gmt":"2026-06-04T11:44:22","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 fonctionne le ratio de Sharpe<\/h2>\n<p>Le ratio de Sharpe mesure le rendement par unit\u00e9 de risque. Il prend le rendement d&rsquo;une strat\u00e9gie au-dessus du taux sans risque et le divise par sa volatilit\u00e9, donc un nombre plus \u00e9lev\u00e9 signifie plus de r\u00e9compense pour chaque unit\u00e9 de risque pris. Il permet de comparer une strat\u00e9gie calme \u00e0 8 % et une strat\u00e9gie folle \u00e0 20 % sur un pied d&rsquo;\u00e9galit\u00e9, car le rendement brut seul cache la volatilit\u00e9 \u00e9prouvante qui l&rsquo;a produit.<\/p>\n<h2>Exemple chiffr\u00e9<\/h2>\n<p>La strat\u00e9gie A rend 12 % avec 10 % de volatilit\u00e9 ; la strat\u00e9gie B rend 18 % avec 30 % de volatilit\u00e9. En supposant un taux sans risque de 2 %, le Sharpe de A est (12-2)\/10 = 1,0, celui de B (18-2)\/30 = 0,53. La strat\u00e9gie A est la meilleure performance ajust\u00e9e du risque malgr\u00e9 le rendement affich\u00e9 plus faible, car elle a gagn\u00e9 bien plus r\u00e9guli\u00e8rement. Le plus grand nombre n&rsquo;est pas automatiquement la meilleure strat\u00e9gie.<\/p>\n<h2>Pourquoi Sharpe r\u00e9compense la r\u00e9gularit\u00e9<\/h2>\n<p>Un ratio de Sharpe \u00e9lev\u00e9 signifie des rendements stables et reproductibles plut\u00f4t que quelques pics chanceux, exactement ce qui survit au trading en argent r\u00e9el et aux vrais <a href=\"https:\/\/volity.io\/fr\/glossaire\/what-is-drawdown\/\">drawdowns<\/a>. Sur Volity, jugez toute approche sur les actions, le forex ou la crypto par son Sharpe, pas par son meilleur mois. Un Sharpe au-dessus de 1 est bon, au-dessus de 2 excellent, et tout ce qui affiche d&rsquo;\u00e9normes rendements avec un Sharpe faible porte un risque cach\u00e9.<\/p>\n<h2>Pourquoi c&rsquo;est important<\/h2>\n<p>Le Sharpe est la fa\u00e7on standard de comparer \u00e9quitablement les strat\u00e9gies, et il expose celles dont les rendements venaient purement d&rsquo;un risque surdimensionn\u00e9 qui finira par exploser. Lisez toujours le rendement \u00e0 c\u00f4t\u00e9 de la volatilit\u00e9 qui l&rsquo;a produit. \u00c0 lire aussi : <a href=\"https:\/\/volity.io\/fr\/glossaire\/what-is-risk-reward-ratio\/\">ratio risque-r\u00e9compense<\/a> et <a href=\"https:\/\/volity.io\/fr\/glossaire\/what-is-alpha-investing\/\">alpha<\/a>.<\/p>\n<p>Pour aller plus loin, voir notre page <a href=\"https:\/\/volity.io\/fr\/apprendre-le-trading\/\">apprendre le trading<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Comment fonctionne le ratio de Sharpe Le ratio de Sharpe mesure le rendement par unit\u00e9 de risque. Il prend le rendement d&rsquo;une [&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 v27.8) - 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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