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Showing 31 - 32 of 32 results for "Sharpe Ratio"

Returns stats should show impact of advice

ALEX DUNNIN  |  THURSDAY, 7 AUG 2008
A review of APRA's return on assets (ROA) statistics commissioned by IFSA has recommended the regulator publish actual gross and net fund performance figures so consumers can compare the impact of advice. The report, produced by the International Centre ...

Common sense rules in portfolio construction

... the research as part of his PhD at Macquarie University. Among other things, he tested the industry's yard stick Sharpe Ratio, used by fund managers to demonstrate their 'superior' construction skills. The Sharpe Ratio measures the trade off of excess ...
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