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treynor-measure

  1. Nicole Seaman

    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...
  2. Nicole Seaman

    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
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