Performance measures must align with portfolio use and features. Avoid Sharpe and similar ratios due to flaws; consider alternatives like trimmed alpha, median returns, and value at risk. CAGR is ...
Measuring portfolio performance involves monitoring and analyzing returns, allocation, risk, and other elements. There are several metrics that an investor may choose from to gauge the progress of ...
Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.
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Standard Investment Performance Measures Can Be Misleading. How to Tell How You’re Doing.
With the third quarter in the books and client account statements in the email, now is a good time for financial advisors to think about how they are communicating performance. If you are an advisor, ...
Success for institutional investors is built on operational excellence, performance attribution, risk management, and cash management. Over the course of 2024 we’ll explore these themes in detail and ...
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