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 ...
A simple test of adding gold and/or bitcoin to a stock and bond portfolio highlights key differences in risk and reward associated with these alternative assets. A backtest that adds bitcoin to a ...
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Standard Investment Performance Measures Can Be Misleading. How to Tell How You’re Doing.
With the third quarter in the books and client account statements in the email, now is a good time for financial advisors to think about how they are communicating performance. If you are an advisor, ...
Success for institutional investors is built on operational excellence, performance attribution, risk management, and cash management. Over the course of 2024 we’ll explore these themes in detail and ...
Amid challenging and volatile markets and negative stock performance in 2022, how can portfolio managers control portfolio liquidity risk effectively and maximise the returns from these investment ...
For a given data set, standard deviation measures how spread out the numbers are from an average value. This measurement of ...
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