Risk Adjusted Return Series – Part 5 – The Big Picture
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:
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