#8 PORTFOLIO EVALUATION METHODS | Sharpe Ratio, Treynor Ratio & Jensen's Alpha | CA/CMA Final AFM скачать в хорошем качестве

#8 PORTFOLIO EVALUATION METHODS | Sharpe Ratio, Treynor Ratio & Jensen's Alpha | CA/CMA Final AFM

You’ve built the portfolio—now, how do you know if it’s actually performing well? 📊 In this 8th video of our AFM Portfolio Management series, we master the three legendary ratios used to evaluate investment performance: Sharpe Ratio, Treynor Ratio, and Jensen's Alpha. Understanding these is the difference between simply seeing returns and understanding "Risk-Adjusted" returns. This session is essential for CA Final and CMA students, as it often appears in practical exam questions alongside CAPM and Portfolio Theory. 📌What you will learn in this video: Sharpe Ratio: Measuring return per unit of Total Risk (Standard Deviation). Treynor Ratio: Measuring return per unit of Market Risk (Beta). Jensen’s Alpha: Calculating the "Excess Return"—did the manager beat the market? Comparative Analysis: When to use Sharpe vs. Treynor (Diversified vs. Undiversified portfolios). Step-by-Step Practical: Solving an evaluation problem with real numbers. __________________ Subscribe and hit the bell icon! In Video #9, we will dive into OPTIMAL PORTFOLIO! #PortfolioEvaluation #AFM #SharpeRatio #TreynorRatio #JensensAlpha #CAFinal #CMAFinal #PortfolioPerformance #FinanceSimplified #NandJhaAFM #InvestmentAnalysis Resources: ✅ Watch Previous Video (ARBITRAGE PRICING THEORY) :    • #7 ARBITRAGE PRICING THEORY (APT) | CAPM -...   AFM Full Playlist:    • Portfolio Management (AFM) 📈   Join our Telegram for Notes: https://t.me/CANandJha