measurement and reporting was once considered one of the dark arts of portfolio management. Calculations were mysterious and everybody did them their own way. Unless clients dug deeply into the ...

Discover how Jensen's alpha measures a portfolio's excess returns compared to a benchmark index, using the capital asset ...

Investors and academics have long sought for a way to compare the performance of portfolios on a risk-adjusted basis. If you can adjust for risk, you can directly compare the performance of portfolios ...

There are a large number of statistical measures available for looking at a mutual fund, ETF, stock or a combination of these in the total portfolio. So what are the important measures and what do ...

Regardless of how you feel, it's wise to see a doctor for an annual physical exam. The same goes for an investment portfolio. Investors should periodically measure performance and analyze the types of ...

Evaluating your portfolio's performance is an integral part of investing, but how you go about measuring that performance can turn a productive activity into an unproductive one. The trick is to make ...

Most advisers and their clients don’t see eye to eye on measuring portfolio performance, according to global asset manager Russell Investments’ latest quarterly survey of U.S. financial advisers. The ...

As they say, you manage what you measure. Accordingly, an entire industry has developed around performance measurement and performance management. Popular tools include the Balanced Scorecard, ...

Amid challenging and volatile markets and negative stock performance in 2022, how can portfolio managers control portfolio liquidity risk effectively and maximise the returns from these investment ...

There are several ways to assess an investment portfolio’s risk. It’s essential to understand both a portfolio’s risk exposure and how it impacts the sources of return within that portfolio to help ...

Is the 60/40 portfolio still relevant? How to construct a 60/40 portfolio with ETFs? Marco Santanché, a former Credit Suisse quant strategist and author of a monthly research series Quant Evolution, ...

Most advisors and their clients don’t see eye to eye on measuring portfolio performance, according to global asset manager Russell Investments’ latest quarterly survey of U.S. financial advisors. The ...