Evaluating Portfolio risk-adjusted returns
Evaluating a portfolio’s risk-adjusted return is more informative than evaluating its return alone because it allows investors to compare...January 15, 20230
Evaluation Metrics: Gain-to-Pain Ratio
The Gain to Pain ratio (also known as the RPR – Reward to Pain ratio) is a risk-adjusted performance...
Evaluation Metrics: Treynor Ratio
The Treynor ratio is a measure of risk-adjusted return, similar to the Sharpe ratio and the Sortino ratio. It...
Evaluation Metrics: Sortino Ratio
The Sortino ratio is a risk-adjusted performance measure that is similar to the Sharpe ratio. It is used to...
Evaluation Metrics: Sharpe Ratio
The Sharpe Ratio is a measure of the risk-adjusted return of an investment. It was developed by economist William...