Performance Measures - Sharpe, Treynor, Jensen Alpha and M2 (CFA Level 1)
Автор: CFA Level 1 Crash Course
Загружено: 2025-12-05
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This clip introduces four main performance measures: the Sharpe ratio, Treynor ratio, Jensen alpha and M2. It explains that Sharpe uses excess return per unit of total volatility and then presents Roy safety first as a closely related ratio that replaces the risk free rate with a minimum acceptable return, while M2 translates Sharpe into a percentage by scaling portfolio volatility to the market. The segment then contrasts Treynor and Jensen, which use beta and the SML to focus on systematic risk rather than total risk.
For the full 2-hour CFA Level 1 crash course and all slides in one place, see the main video:
• CFA Level 1 Crash Course: Key Concepts Ove...
You can download all slides in PDF format using the link provided in the description of that main video.
This content is for educational purposes only and is not affiliated with, endorsed by, or in any way officially connected to CFA Institute.
#cfa #cfalevel1 #sharperatio #TreynorRatio #JensenAlpha #M2Measure #performanceevaluation
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