Risk Adjusted Return Series – Part 5 – The Big Picture

by | Sep 12, 2017

 

In my opinion analyzing investment performance through the lens of risk adjusted return is far more meaningful than simply looking at the rate of return by itself.  Using risk adjusted metrics we can get a much better idea of how a fund or product will perform in the long run during both bull and bear markets.

Part 1:  The Sharpe Ratio

Part 2:  The Ulcer Performance Index

Part 3:  Maximum Drawdown

Part 4:  Correlation to the S&P 500

 

Please enjoy the Part 5 video down below.  If you have any questions email me anytime:

volatilitytradingstrategies@hotmail.com

 

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