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  2. 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.

  3. 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 ...

  4. List of benchmarking methods and software tools - Wikipedia

    en.wikipedia.org/wiki/List_of_benchmarking...

    Combo Benchmark Compare to Compete Online Benchmarking web-based database This web-based database is suitable for groups of competitors to benchmark individual performance against group performance. All process and performance benchmarks can be processed in this software, providing interesting analysis tools and complete benchmarking report ...

  5. The Best Portfolio Benchmark

    www.aol.com/news/best-portfolio-benchmark...

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  6. Active return - Wikipedia

    en.wikipedia.org/wiki/Active_return

    In finance, active return refers to the returns produced by an investment portfolio due to active management decisions made by the portfolio manager that cannot be explained by the portfolio's exposure to returns or to risks in the portfolio's investment benchmark; active return is usually the objective of active management and subject of performance attribution. [1]

  7. V2 ratio - Wikipedia

    en.wikipedia.org/wiki/V2_ratio

    The V2 ratio (V2R) is a measure of excess return per unit of exposure to loss of an investment asset, portfolio or strategy, compared to a given benchmark.. The goal of the V2 ratio is to improve on existing and popular measures of risk-adjusted return, such as the Sharpe ratio, information ratio or Sterling ratio by taking into account the psychological impact of investment performances.