Question
Considering the above risk-adjusted portfolio metrics (Sharpe ratio, Treynor ratio, Sortino ratio, information ratio, alpha), which is the overall best measure for evaluating the performance
Considering the above risk-adjusted portfolio metrics (Sharpe ratio, Treynor ratio, Sortino ratio, information ratio, alpha), which is the overall best measure for evaluating the performance of an active manager, and why?
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Fundamentals Of Corporate Finance
Authors: Berk, Peter DeMarzo, Jarrad Harford
3rd Global Edition
1292018402, 9781292018409
