Risk-Adjusted Performance Ratios: Part 1

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This article, based on a webinar John Simpson conducted for The Spaulding Group in 2013, provides an overview of risk-adjusted measures: Sharpe Ratio, Treynor Ratio, Jensen’s alpha, M-Squared, and Sortino Ratio. Before discussing these measures, we’ll cover standard deviation, downside risk, beta, and drawdown, which are some of the risk measures used in our risk-adjusted measures.

Risk-Adjusted Performance Ratios: Part 1
John D. Simpson, CIPM, The Spaulding Group

This article, based on a webinar John Simpson conducted for The Spaulding Group in 2013, provides an overview of risk-adjusted measures: Sharpe Ratio, Treynor Ratio, Jensen's alpha, M-Squared, and Sortino Ratio. Before discussing these measures, we'll cover standard deviation, downside risk, beta, and drawdown, which are some of the risk measures used in our risk-adjusted measures.

Risk-Adjusted Performance Ratios: Part 1
John D. Simpson, CIPM, The Spaulding Group

 

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