Every investment carries with it some level of risk and reward. Unfortunately, these are unknown variables. They change over time and in the face of market factors, and there’s no way of knowing ...

Each month, I provide an update to my four dividend growth model portfolios that includes portfolio beta and other volatility-adjusted metrics, such as the Sharpe Ratio. Recently, I was asked by a few ...

Most investment professionals are familiar with the formula known as the Sharpe Ratio. The calculation is so omnipresent in financial circles that it even features as a sales objection on the ...

The Treynor ratio and the Sharpe ratio are financial metrics that use different approaches to evaluate the risk-adjusted returns of an investment portfolio. The Treynor ratio employs beta and measures ...

The Sharpe Ratio is a mathematical formula which measures the performance of an asset or a group of assets relative to their assumed risk. Formulaically, the Sharpe Ratio is the expected returns of an ...

As a high-frequency trader, my job was to create algorithms that would trade billions of dollars in stocks at microsecond speeds, capitalizing on tiny mathematical edges that would capture just ...

The Sharpe ratio, a risk measurement and management tool named for Nobel laureate William F. Sharpe, is as easy to explain as it is important. At its core, the Sharpe Ratio tells investors whether a ...

Many individual investors aren't familiar with Sharpe ratios. However, the Sharpe ratio is a useful and intuitive tool to measure portfolio performance. It's used extensively to judge the performance ...

Stocks markets across the world have plummeted repeatedly over the past few weeks due to the coronavirus pandemic. Sustained market volatility has also raised concerns about an impending global ...