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39 Total results for product and free and sample content found
Zephyr Portfolio Analytics
26 Apr 2020
A proprietary return-versus-risk trade-off metric, the pain ratio compares the added value over the risk-free rate against the depth, duration, and frequency of losses.
Zephyr Portfolio Analytics
17 Apr 2020
A proprietary risk metric, the pain index quantifies the capital preservation tendencies of a manager or index. It measures the depth, duration, and frequency of periods of losses.
Zephyr Portfolio Analytics
13 Aug 2017
A return-versus-risk tradeoff metric, the Treynor ratio measures the added value per unit of market risk, with beta defined as risk.
Zephyr Portfolio Analytics
13 Aug 2017
A return-versus-risk tradeoff metric, the Treynor ratio measures the added value per unit of market risk, with beta defined as risk.
Zephyr Portfolio Analytics
13 Aug 2017
The most famous return-versus-risk measurement, the Sharpe ratio represents the added value over the risk-free rate per unit of volatility risk.
Zephyr Portfolio Analytics
13 Aug 2017
A benchmark-relative return-versus-risk metric, the information ratio measures the excess return against the benchmark divided by tracking error, where tracking error is a measure of consistency.
Zephyr Portfolio Analytics
09 Aug 2017
A benchmark-relative return-versus-risk metric, the information ratio measures the excess return against the benchmark divided by tracking error, where tracking error is a measure of consistency.
Zephyr Portfolio Analytics
09 Aug 2017
Also known as the standard deviation of excess returns, tracking error measures how consistently a manager outperforms or underperforms the benchmark.
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