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19

Performance Evaluation

Lecture no. 19 from the course: Advanced Investments

Performance Evaluation

Taught by Professor Steve L. Slezak | 34 min | Categories: The Great Courses Plus Online Economics & Finance Courses

How do you know if an actively managed portfolio is producing worthwhile results? Survey several performance metrics: the Sharpe ratio, the Treynor measure, Jensen’s alpha, the M-squared measure, and the information ratio. The measure you need depends on how you are using the portfolio you are evaluating.

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