Performance measures must align with portfolio use and features. Avoid Sharpe and similar ratios due to flaws; consider alternatives like trimmed alpha, median returns, and value at risk. CAGR is ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

Effective risk management requires having the right tools. This is where portfolio risk software solutions come in handy for your RIA firm. These platforms let you identify potential risks and come up ...

DTCC has launched a new public-facing Value at Risk (VaR) calculator to help increase transparency for market participants. The calculator enables participants to evaluate potential margin and ...

Forbes contributors publish independent expert analyses and insights. Portfolio diversification represents one of the fundamental principles of investment management. By strategically allocating ...

How Investment Teams Use Stress-Testing Types of Portfolio Scenario Analysis An Easier Way to Analyze Portfolios With Morningstar Direct How Investment Teams Use Stress-Testing How Investment Teams ...