Risk-Adjusted Performance Ratios: Part 1
$25
This article, based on a webinar John Simpson conducted for TSG 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, TSG
This article, based on a webinar John Simpson conducted for TSG 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, TSG
