Sharpe ratio, Treynor ratio, Jensen's alpha / Fundamentals of investments / Episode 13

We discuss three popular risk-adjusted performance measures widely used in the portfolio management industry: Sharpe ratio, Treynor ratio, and Jensen's alpha. We explain these measures through practical examples and also let you test your understanding. For the solution to Exercise 1 and the Sharpe ratio calculator, please see: https://www.initialreturn.com/sharpe-... Exercise 2 and Treynor ratio calculator: https://www.initialreturn.com/treynor... Exercise 3 and Jensen's alpha calculator: https://www.initialreturn.com/jensens... Enjoying our content? Become a member for exclusive videos & posts and early access to upcoming content:    / @initialreturn   Click the link below to subscribe to our channel:    / @initialreturn   You can also follow us on X (Twitter): https://x.com/initial_return And, here are our official Facebook and Pinterest pages:   / initialreturn     / initialreturn   And, visit our website for free courses, tutorials, and more: https://www.initialreturn.com/ 00:00 Intro 00:23 Sharpe ratio 05:31 Treynor ratio 09:32 Jensen’s alpha 15:16 Summary #portfoliomanagement #investmentanalysis #investing101