We assessed Bitcoin's application in portfolio optimization with quantitative techniques. Surprisingly, by adding Bitcoin to the Global Market Portfolio we were able to maximize Sharpe, Information, ...

The Treynor ratio and the Sharpe ratio are financial metrics that use different approaches to evaluate the risk-adjusted returns of an investment portfolio. The Treynor ratio employs beta and measures ...

Modern Portfolio Theory leverages the Sharpe ratio to enhance portfolio construction by emphasizing asset class correlations – especially in fixed income. Using Morningstar index data, it creates ...

What is a good return for your portfolio? If a bond portfolio generated a 4% return over the past year, it could be considered a pretty decent return. However, investors who prioritized high-growth ...

Many individual investors aren't familiar with Sharpe ratios. However, the Sharpe ratio is a useful and intuitive tool to measure portfolio performance. It's used extensively to judge the performance ...

When Bobby Axelrod on the hit show Billions went to an institutional investor to raise funds for Axe Capital, the investor brought up a problem: “My people have a few questions. Your Sharpe ratio’s ...