Portfolio Performance Evaluation | Chapter 25 | Problem 1 | Investment Analysis | Reilly & Brown

Portfolio Performance Evaluation | Chapter 25 | Problem 1 | Investment Analysis & Portfolio Management | Reilly & Brown

This tutorial shows the solution of problem number 1, chapter 25 (Portfolio Performance Evaluation) from the book of Investment Analysis and Portfolio Management which is written by Reilly and Brown (10th edition). After viewing this class you should be able to understand following concepts:

Sharpe Ratio: The Sharpe Ratio is defined as the portfolio risk premium divided by the portfolio risk. The Sharpe ratio, or reward-to-variability ratio, is the slope of the capital allocation line (CAL). The greater the slope (higher number) the better the asset. The Sharpe Ratio defines the risk in terms of standard deviation, which is a measure of total risk. Hence, it includes both systematic as well as unsystematic risk.

Treynor Ratio: The Treynor ratio is an extension of the Sharpe ratio that instead of using total risk uses beta or systematic risk in the denominator. As such, this is better suited to investors who hold diversified portfolios.

You'll be able to understand from this tutorial on Sharpe ratio, treynor ratio. You may learn from this video on how to calculate sharpe ratio, treynor ratio. In this video specially focuses on sharpe ratio, treynor ratio. In this tutorial you'll get answers on what is sharpe ratio and treynor ratio?, how do you calculate treynor and sharpe?, what is jensen's alpha how it is calculated? how is sharpe ratio calculated? You'll be able to differentiate after watching this videoon sharpe ratio vs. treynor ratio and what's the difference? You should make difference between sharpe ratio, treynor ratio in chapter 4 and 25 , of Railly and Brown Book. You should be able to understand of sharpe ratio, capm, jensen's alpha, treynor ratio. As a student you should critical analysis of sharpe, treynor and jensen methods, sharpe ratio that you'll get from this video.

#sharpe_ratio #treynor_ratio #portfolio_performance_evaluation #portfolio_management_chapter_25_problem_1_reilly_and_brown

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🔰 You may learn other contents too:

▶️ Investment Setting | Chapter 1 | Investment Analysis & Portfolio Management | Reilly & Brown

▶️ The Asset Allocation Decision | Chapter 2 | Investment Analysis & Portfolio Management | Reilly & Brown

▶️ Organization & Functioning Of Securities Markets | Chapter 4 | Problem 1 | Investment Analysis and Portfolio Management | Reilly & Brown

▶️ Security-Market Indexes | Chapter 5 | Problem 1 | Investment Analysis and Portfolio Management | Reilly & Brown | 10th Edition

▶️ Efficient Capital Markets | Chapter 6 | Problem 1 | Investment Analysis and Portfolio Management | Reilly & Brown | 10th Edition @FinanceSchoolWithMdEdrichMolla

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