Risk and Return Metrics
Investing in stocks, bonds, or other financial instruments requires an understanding of the risk and return metrics associated with the investment. These metrics are used to evaluate the potential for financial gain and the potential for loss. Knowing these metrics can help investors make informed decisions about where to put their money. This page describes the risk and return metrics that are provided for each Portfolio Recipe. Refer to the Portfolio Recipe Summary Page to view the full list of available Portfolio Recipes.
Risk Vs. Return Metrics
M-Squared
Alpha
Sharpe Ratio
Sortino Ratio
Treynor Ratio
Risk Metrics
Maximum Drawdown
Standard Deviation
Downside Deviation
Beta