You’ve probably heard investing professionals talk about risk-adjusted returns. This is a way of measuring the performance of an investment that factors in risk—specifically, the extra risk required ...

As a high-frequency trader, my job was to create algorithms that would trade billions of dollars in stocks at microsecond speeds, capitalizing on tiny mathematical edges that would capture just ...

Every investment carries with it some level of risk and reward. Unfortunately, these are unknown variables. They change over time and in the face of market factors, and there’s no way of knowing ...

View post: Walmart's bestselling $100 universal travel adapter is on sale for $21, and it's portable and convenient The Sharpe ratio was developed by American economist and Noble laureate William F.

Multifamily properties have been historically named as an asset that fulfills the desire for functional, clean and safe housing. Over the last decade, despite the price appreciation, the sector has ...

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 ...

In finance, a business that revolves around intricate calculations, few equations appear to have stood the test of time as well as the straightforward Sharpe ratio. Mathematically simple but ...

When Bobby Axelrod on the hit show Billions went to an institutional investor to raise funds for Axe Capital, the investor brought up a problem: “My people have a few questions. Your Sharpe ratio’s ...

Many individual investors aren't familiar with Sharpe ratios. However, the Sharpe ratio is a useful and intuitive tool to measure portfolio performance. It's used extensively to judge the performance ...

Classic risk measures (such as volatility) do not consider the path followed by returns and fail to communicate the risk of potential large drawdowns. Using path-dependent measures adds valuable ...