TITLE

PERFORMANCE REPORTING: THE BASICS AND BEYOND, PART II

AUTHOR(S)
Padgette, Robert L.
PUB. DATE
October 1995
SOURCE
Journal of Financial Planning;Oct95, Vol. 8 Issue 4, p172
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
5560803

 

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