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 ...

Discover essential metrics like alpha, beta, and Sharpe ratio for evaluating mutual fund risk-return tradeoffs. Learn how to assess potential returns and risks effectively.

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 ...

Individual investors typically look at their accounts in terms of profit/loss. For professional portfolio managers, the assumption is that they will make a profit over the long run, so they're ...

The Sharpe ratio offers a quiet clue about whether a mutual fund’s returns are truly earned or simply riding on risk.

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 ...

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 ...

Discover what Information Ratio in mutual funds means, how it is calculated, its importance, examples, and limitations. A ...

A Bitcoin technical indicator known as the Sharpe ratio, has dropped to nearly zero, reaching levels usually seen near major market bottoms. The Bitcoin Sharpe ratio is at “a level historically ...

Bitcoin’s Sharpe ratio has fallen to nearly zero, matching levels from 2019, 2020, and 2022 market bottoms, as 8% of all BTC moved onchain in historic volatility. A Bitcoin technical indicator known ...