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2. Modigliani risk-adjusted performance - Wikipedia

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

   The main idea is that the riskiness of one portfolio's returns is being adjusted for comparison to another portfolio's returns. Virtually any benchmark return (e.g., an index or a particular portfolio) could be used for risk adjustment, though usually it is the market return. For example, if you were comparing performance of endowments, it ...

3. Performance attribution - Wikipedia

   en.wikipedia.org/wiki/Performance_attribution

   The portfolio performance was 4.60%, compared with a benchmark return of 2.40%. Thus the portfolio outperformed the benchmark by 220 basis points.The task of performance attribution is to explain the decisions that the portfolio manager took to generate this 220 basis points of value added.

4. Active return - Wikipedia

   en.wikipedia.org/wiki/Active_return

   Brinson and Fachler (1985) and Brinson, Hood, and Beebower (1986) introduced the Brinson models as a foundation for investment portfolio performance attribution. [6] These models further sub-divide active returns due to active management into security selection - return achieved through selecting different securities than the benchmark, asset allocation - return achieved through weighting ...

5. Sharpe ratio - Wikipedia

   en.wikipedia.org/wiki/Sharpe_ratio

   Goetzmann, Ingersoll, Spiegel, and Welch (2002) determined that the best strategy to maximize a portfolio's Sharpe ratio, when both securities and options contracts on these securities are available for investment, is a portfolio of selling one out-of-the-money call and selling one out-of-the-money put. This portfolio generates an immediate ...

6. Beta (finance) - Wikipedia

   en.wikipedia.org/wiki/Beta_(finance)

   Betas commonly quoted in mutual fund analyses often measure the exposure to a specific fund benchmark, rather than to the overall stock market. Such a beta would measure the risk from adding a specific fund to a holder of the mutual fund benchmark portfolio, rather than the risk of adding the fund to a portfolio of the market. [4]

7. 2 Artificial Intelligence Stocks I'm Loading Up On Right Now

   www.aol.com/2-artificial-intelligence-stocks-im...

   Artificial intelligence (AI) stocks have been a driving force behind the S&P 500's impressive performance recently. The benchmark index has climbed over 21% year to date and gained more than 34% ...