Padgette, Robert L.
October 1995
Journal of Financial Planning;Oct95, Vol. 8 Issue 4, p172
Academic Journal
The second part of this two-part article examines more advanced topics of performance reporting. Under the area of risk analysis, the article looks at inflation risk and the pros and cons of advanced statistical measures of risk such as standard deviation, beta, and downside variance. Also covered are risk-and-return measures: the Sharpe ratio, Treynor ratio, alpha, and the Sortino ratio. The article finishes with sections on performance-attribution analysis, including universe comparisons, and on the tax effects on performance.


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