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2. 3-fund portfolio: What it is and how it works

   www.aol.com/finance/3-fund-portfolio-works...

   One simple formula to determine the percentage of your portfolio to hold in stocks is to subtract your age from 100 (100 – age = amount in stocks). ... Pros and cons of a 3-fund portfolio Pros ...

3. Simple Dietz method - Wikipedia

   en.wikipedia.org/wiki/Simple_Dietz_Method

   The simple Dietz method [1] is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. [2] The formula for the simple Dietz return is as follows: = + / where is the portfolio rate of return,

4. Rate of return on a portfolio - Wikipedia

   en.wikipedia.org/wiki/Rate_of_return_on_a_portfolio

   The rate of return on a portfolio can be calculated indirectly as the weighted average rate of return on the various assets within the portfolio. [3] The weights are proportional to the value of the assets within the portfolio, to take into account what portion of the portfolio each individual return represents in calculating the contribution of that asset to the return on the portfolio.

5. Modigliani risk-adjusted performance - Wikipedia

   en.wikipedia.org/wiki/Modigliani_risk-adjusted...

   The M 2 measure is used to characterize how well a portfolio's return rewards an investor for the amount of risk taken, relative to that of some benchmark portfolio and to the risk-free rate. Thus, an investment that took a great deal more risk than some benchmark portfolio, but only had a small performance advantage, might have lesser risk ...

6. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   If the desired portfolio is outside the range spanned by the two mutual funds, then one of the mutual funds must be sold short (held in negative quantity) while the size of the investment in the other mutual fund must be greater than the amount available for investment (the excess being funded by the borrowing from the other fund).

7. Tracking error - Wikipedia

   en.wikipedia.org/wiki/Tracking_error

   Under the assumption of normality of returns, an active risk of x per cent would mean that approximately 2/3 of the portfolio's active returns (one standard deviation from the mean) can be expected to fall between +x and -x per cent of the mean excess return and about 95% of the portfolio's active returns (two standard deviations from the mean) can be expected to fall between +2x and -2x per ...