$25.00
Simple analytical tools such as ratios play an important role in measuring performance. For instance, investors often look to risk-adjusted performance measures when analyzing investment alternatives. One such metric, the Sharpe Ratio, measures a fund’s excess return per unit of risk. The higher the Sharpe Ratio, the better the risk-adjusted performance.
Author: Matthew Clay
Description
Simple analytical tools such as ratios play an important role in measuring performance. For instance, investors often look to risk-adjusted performance measures when analyzing investment alternatives. One such metric, the Sharpe Ratio, measures a fund’s excess return per unit of risk. The higher the Sharpe Ratio, the better the risk-adjusted performance. Another risk adjustment measure, the Information Ratio, is calculated as a fund’s average excess return divided by the standard deviation of the excess return.
The T Ratio- An Information Ratio for Transition Events
Related products
-
A Comparison of GIPS and the AIMR-PPS
$5.00 Add to cart -
A Framework for Multiple Currency Fixed Income Attribution
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart -
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 Add to cart