| Udvikler: | UKM APPS (595) | ||
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| Anmeldelser: | 0 Skriv en anmeldelse | ||
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| Google Play | |||
Beskrivelse
Sharpe Ratio - Measures excess return per unit of total risk (standard deviation)
Sortino Ratio - Focuses on downside risk only, using Minimum Acceptable Return as threshold
Treynor Ratio - Evaluates excess return per unit of systematic risk (beta)
Information Ratio - Assesses active management skill by comparing portfolio returns to benchmark
Jensen's Alpha - Determines abnormal returns above what would be expected based on CAPM
This tool enables investors, portfolio managers, and financial analysts to evaluate investment performance beyond simple return metrics by incorporating risk considerations. Each metric provides unique insights into how effectively returns are generated relative to different types of risk exposure, allowing for more informed investment decisions, performance attribution, and portfolio optimization.
The intuitive interface accepts percentage-based inputs and provides clear calculations with proper formula documentation and LaTeX representations for educational purposes. Whether you're comparing mutual funds, evaluating hedge fund performance, or analyzing personal investment strategies, this tool provides the essential risk-adjusted metrics needed for professional investment analysis.
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Yderligere oplysninger
- Version: 1.4
- Kategori:
Android Apps›Værktøjer - Operativsystem:
Android 10 - Størrelse:
29 Mb - Indholdsklassificering:
Everyone - Google Play Bedømmelse:
0 - Opdateret:
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https://ukmapps.com/
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