Beta measures the tendency of a portfolio's return to change in response to changes in return for the overall market. The Treynor ratio is a risk/return measure that allows investors to adjust a ...
However, some growth portfolios outperform the market and end up with much higher Sortino ratios. This formula will make the same assumptions, but the growth portfolio will have a 25% return.
Making informed investment decisions requires a keen eye for detail and a thorough understanding of various financial metrics. One often-overlooked but highly valuable metric is the Price to Sales ...
Let us understand what does the up-market capture ratio of an investment mean. 1. The up-market capture ratio measures how well an investment performs, compared to its benchmark index, during the ...