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.
Posts Tagged ‘KPI’
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).
KPI of the Day – Investment: % Final bid against published offering
Definition
Measures the final bid as a percentage of the published offering.
KPI of the Day: % Administrative expense per gross premium
Definition
Measures the amount of administrative expense as a percentage of the gross premium.
KPI of the Day – Investment: # Information ratio (IR)
Definition
Measures the part of the rate of return attributable to the portfolio manager’s ability to generate excess returns relative to a benchmark.
