This is a Active Portfolio Management Overview Report, it is one of reports that Balanced Scorecard Designer can generate for Active Portfolio Management scorecard. With this software you can also design your own KPIs and Balanced Scorecards.


Risk-adjusted Return Metrics
Indicator Description
Sharpe's Measure Sharpe's ratio measures the reward-to-total volatility tradeoff and can be obtan...
M-sqared Measure Not available in trial report
Jensen's Alpha Not available in trial report
Treynor Measure Not available in trial report
T-squared Measure Not available in trial report
Appraisal (Information) Ratio Not available in trial report
     
Quantitative Metrics
Indicator Description
Beta Beta is a standartized measure of systematic risk and can be defined as the cova...
Standard Deviation Not available in trial report
Nonsystematic Risk Not available in trial report
R-square Not available in trial report

 
 

Active portfolio management

 
 

Measure and improve performance with Active Portfolio Management indicators and ...

Created by AKS-Labs

 
 
Asset Allocation Metrics
Indicator Description
Average Return Average return on the portfolio uder question. May be calculated using money-wei...
Impact of Asset Allocation Not available in trial report
     

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