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 ...

Measuring portfolio performance involves monitoring and analyzing returns, allocation, risk, and other elements. There are several metrics that an investor may choose from to gauge the progress of ...

Discover how the Modified Dietz Method measures investment returns, factoring in cash flow timing and excluding skewing ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.