The Essential Financial Toolkit: Tool 7 - Risk-Adjusted Returns

English , Spanish

  • Reference: FN-561-E

  • Number of pages: 11

  • Publication Date: Aug 27, 2009

  • Source: IESE (España)

  • Type of Document: Technical Note

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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.

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