Discover how to evaluate risk in investments using Sharpe, Treynor ratios, alpha, and beta for better portfolio performance compared to risk-free benchmarks.

Discover iShares U.S. Small-Cap Equity Factor ETF: small-cap exposure with low volatility, solid Sharpe ratio and dividend ...

Discover why Invesco VRP ETF stands out for passive preferred stock investors—offering strong returns, low volatility, and ...

Expertise from Forbes Councils members, operated under license. Opinions expressed are those of the author. 2. See Rule 1. Easier said than done. Or is it? I believe it's possible to systematically ...

Vanguard NJ Long-Term Tax-Exempt Fund earns a High Process Pillar rating. The largest contributor to the rating is its parent firm's impressive long-term risk-adjusted performance, as shown by the ...

High-return investments are appealing, but high-risk-adjusted-return investments are even more valuable. While risk can be challenging to measure, investors often use volatility as a proxy. In this ...

Why settle for low returns on your nest egg when you can earn higher returns for about the same level of risk?

Bitcoin is so volatile that its risk-adjusted return may have been as low as 3.1% in 2017, according to an analysis by Mizuho, an Asian investment bank. The risk-adjusted return of stocks in the same ...

JPMorgan Small Cap Growth Fund earns an Average Process Pillar rating. The leading factor in the rating is the firm's retention rate of the firm's portfolio managers, which is 83% over the timeframe ...

Discover what abnormal returns are, why they occur, and see examples. Learn how to calculate them and their impact on ...