KPI of the Day – Investment: # Treynor ratio
Definition
Measures a portfolio’s return earned in excess of what would be earned on a risk-free investment.
Posts Tagged ‘Investments’
KPI of the Day – Investment: # Kestner ratio or K-ratio
Definition
Measures the performance of a stock portfolio relative to its risk.
KPI of the Day – Investment: # Put-call ratio
Definition
Compares the trading volume of put options to the trading volume of call options.
KPI of the Day – Investment: # Sortino ratio
Definition
Measures the risk-adjusted return of a security or fund’s performance, without penalizing it for upward price changes.
KPI of the Day – Investment: % Modified Sharpe ratio
Definition
It represents the Sharpe ratio, in the context of assets that are not normally distributed (i.e. portfolio is composed of hedge funds, high yield bonds etc).
