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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

This transcript was prepared by a transcription service. This version may not be in its final form and may be updated. J.R. Whalen: Here's your Money Briefing for Friday, January 28th. I'm J.R. Whalen ...

Morningstar has rolled out a new risk metric and evaluation system, called Morningstar Risk Ecosystem, marking the first major deployment of its 2020 acquisition of PlanPlus Global, a financial ...

Crowdedness denotes a scenario in which investors collectively and simultaneously acquire significant volumes of the same assets. The behavior might signal collective wisdom by sophisticated ...

・Stocks with betas higher than 1.0 are considered more volatile than the market, while stocks with betas lower than 1.0 are considered less volatile. ・The beta of a stock is statistically calculated ...

Marginal VaR measures the risk added by new investments in a portfolio. Learn its definition, how it works, calculation, and impact on overall risk management.