Sharpe ratio, Treynor ratio, Jensen's alpha / Fundamentals of investments / Episode 13
Автор: Initial Return
Загружено: 2024-09-30
Просмотров: 1605
Описание:
We discuss three popular risk-adjusted performance measures widely used in the portfolio management industry: Sharpe ratio, Treynor ratio, and Jensen's alpha. We explain these measures through practical examples and also let you test your understanding.
For the solution to Exercise 1 and the Sharpe ratio calculator, please see:
https://www.initialreturn.com/sharpe-...
Exercise 2 and Treynor ratio calculator:
https://www.initialreturn.com/treynor...
Exercise 3 and Jensen's alpha calculator:
https://www.initialreturn.com/jensens...
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00:00 Intro
00:23 Sharpe ratio
05:31 Treynor ratio
09:32 Jensen’s alpha
15:16 Summary
#portfoliomanagement #investmentanalysis #investing101
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