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The Essential Financial Toolkit: Tool 7 - Risk-Adjusted Returns
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Reference: FN-561-E
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Number of pages: 11
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Publication Date: Aug 27, 2009
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Source: IESE (España)
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Type of Document: Technical Note
Description
This note discusses how to properly evaluate the performance of assets by taking into account not just their returns, as most commercial rankings do, but also their risk. And because risk can be defined in more than one way, there is more than one measure of risk-adjusted returns. We will discuss five of them, some differing in the way they define risk and others in the way they incorporate it into a risk-adjusted measure.
Related Documents
- The Essential Financial Toolkit: Tool 1 - Returns
- Herramientas financieras esenciales: Herramienta 1 - La rentabilidad
- The Essential Financial Toolkit: Tool 2 - Mean Returns
- Herramientas financieras esenciales: Herramienta 2 - La rentabilidad media
- The Essential Financial Toolkit: Tool 3 - Risk: Standard Deviation and Beta
- Herramientas financieras esenciales: Herramienta 3 - Riesgo: desviación estándar y beta
- The Essential Financial Toolkit: Tool 4 - Diversification and Correlation
- Herramientas financieras esenciales: Herramienta 4 - Diversificación y correlación
- The Essential Financial Toolkit: Tool 5 - Required Returns and the CAPM
- Herramientas financieras esenciales: Herramienta 5 - La rentabilidad exigida y el CAPM
- The Essential Financial Toolkit: Tool 6 - Downside Risk
- Herramientas financieras esenciales: Herramienta 6 - El riesgo de pérdida
- The Essential Financial Toolkit: Tool 8 - NPV and IRR
- Herramientas financieras esenciales: Herramienta 8 - VAN y TIR
- The Essential Financial Toolkit: Tool 9 - Multiples
- Herramientas financieras esenciales: Herramienta 9 - Múltiplos
- The Essential Financial Toolkit: Tool 10 - Bonds
- Herramientas financieras esenciales: Herramienta 10 - Bonos