What is a good return for your portfolio? If a bond portfolio generated a 4% return over the past year, it could be considered a pretty decent return. However, investors who prioritized high-growth ...

The Treynor ratio and the Sharpe ratio are financial metrics that use different approaches to evaluate the risk-adjusted returns of an investment portfolio. The Treynor ratio employs beta and measures ...

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 ...

Multifamily properties have been historically named as an asset that fulfills the desire for functional, clean and safe housing. Over the last decade, despite the price appreciation, the sector has ...

As a high-frequency trader, my job was to create algorithms that would trade billions of dollars in stocks at microsecond speeds, capitalizing on tiny mathematical edges that would capture just ...

Learn what active risk is and how to calculate it. Understand the methods to evaluate active risk in portfolios and explore examples of funds outperforming benchmarks.

The Sharpe ratio—also known as the modified Sharpe ratio or the Sharpe index—is a way to measure the performance of an investment by taking risk into account. It can be used to evaluate a single ...

Every investment carries with it some level of risk and reward. Unfortunately, these are unknown variables. They change over time and in the face of market factors, and there’s no way of knowing ...