PORTFOLIO PERFORMANCE APPRAISAL MEASURES - SHARPE RATIO, TREYNOR RATIO, JENSEN'S ALPHA, RAP
Автор: Why.Not.Finance
Загружено: 2026-01-03
Просмотров: 30
Описание:
Ever wondered how professionals measure portfolio performance and risk-adjusted returns?
In this video, we simplify three of the most powerful performance metrics — Sharpe Ratio, Treynor Ratio, and Jensen’s Alpha — so you can evaluate not just returns, but how efficiently those returns were earned through risk management.
📈 In this video, you’ll learn:
The key difference between total risk (Sharpe) and systematic risk (Treynor).
How to calculate Jensen’s Alpha and use it to assess portfolio manager skill.
When to use each ratio for performance comparison.
How professionals use these ratios for real-world portfolio evaluation.
💡 Perfect for:
Finance students, CFA/FRM/MBA aspirants, and investors looking to understand portfolio performance beyond just returns.
If you want to measure risk like a pro, this video is a must-watch in your Portfolio Management learning journey.
👉 Don’t forget to:
👍 Like the video to support the series
🧠 Comment your biggest takeaway below
🔔 Subscribe for Part 7: Advanced Portfolio Performance & Concepts!
#education #finance #riskmanagement #risk #return #portfoliomanagement #cfa #frm #portfolio
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