Macroeconomics 5th Nov '19 Sharpe Ratio Major asset classes this year are set to produce the highest Sharpe ratio since 1990. Sharpe Ratio is the return on an asset divided by the risk (measured as standard deviation) i.e. return per unit of risk taken. h/t isabelnet.com. Click to share on Twitter (Opens in new window)Click to email a link to a friend (Opens in new window)Click to share on LinkedIn (Opens in new window)