treynor-measure
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P1.T1.20.9. Performance measures
Learning objectives: Calculate, compare and interpret the following performance measures: the Sharpe performance index, the Treynor performance index, the Jensen performance index, the tracking error, information ratio, and Sortino ratio. Questions: 20.9.1. The riskfree rate is 3.0% and the...- Nicole Seaman
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- information-ratio jensens-measure sharpe-measure tracking-error treynor-measure
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- Forum: FRM® Practice Questions
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YouTube T1-10 RAPMs: Treynor, Jensen's, Sharpe
Risk-adjusted performance measures (RAPMs) include Treynor and Jensen's, both of which are functions of the CAPM/SML, and the Sharpe ratio, which can be understood in the context of the CML. David's XLS: https://trtl.bz/2EIIb6j- Nicole Seaman
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- capm jensens-measure sharpe-ratio treynor-measure youtube
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- Forum: P1.T1 Foundations of Risk