Compute Sharpe ratio for one or more assets
sharpe(Asset) sharpe(Asset, Cash) Ratio = sharpe(Asset, Cash)


 (Optional) Either a scalar return for a riskless asset
or a vector of asset returns to be a proxy for a riskless asset. In
either case, the return periodicity must be the same as the periodicity
of 
Given NUMSERIES
assets with NUMSAMPLES
returns
for each asset in a NUMSAMPLES
byNUMSERIES
matrix Asset
and
given either a scalar Cash
asset return or a vector
of Cash
asset returns, the Sharpe ratio is computed
for each asset.
The output is Ratio
, a 1
byNUMSERIES
row
vector of Sharpe ratios for each series in Asset
.
Any series in Asset
with standard deviation of
returns equal to 0 will have a NaN
value for its
Sharpe ratio.
Note:
If 
William F. Sharpe, "Mutual Fund Performance," Journal of Business, Vol. 39, No. 1, Part 2, January 1966, pp. 119138.