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 ...

Have you ever wondered why mutual funds that have 80% of their exposure to U.S. stocks (NYSEARCA:SCHB) and the other 20% to international stocks (NYSEARCA:EFA) are still measuring their performance ...

How many times have you heard that phrase or something similar? It’s usually meant to encourage. A rallying cry for entrepreneurship, industry and capitalism, it also alludes to the inverse — that ...

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 ...

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 ...