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 ...

As an investor, your objective is to balance the potential for returns with risk. When assessing risk, investors and financial advisors often apply the Sharpe ratio to their investment analysis. Just ...

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Many investors make the mistake of simply focusing on return. But risk is a key element of portfolio performance, and in many cases, it doesn't make sense to take on extra risk for a minimal amount of ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

The Treynor-Black model combines an active and passive portfolio strategy to enhance risk-adjusted returns. Discover how it ...

Modern Portfolio Theory leverages the Sharpe ratio to enhance portfolio construction by emphasizing asset class correlations – especially in fixed income. Using Morningstar index data, it creates ...

Use BTAL as a tactical market hedge: a sector-neutral anti-beta ETF that cuts drawdowns and boosts Sharpe vs VXX/SH.