List/Grid Portfolio Analysis in Excel
The Information Ratio is a risk-reward benchmark that is often used to quantify the performance of an investment (and specifically the effectivess of a fund manager).
This Mathcad worksheet automatically downloads historical forex (or foreign exchange rate) rates. It does this with a VBScript component that imports data from a web service.
Jensen’s Alpha is a risk-adjusted performance benchmark that tells you how by much the returns of an actively managed portfolio are above or below market returns.
This article provides an Excel spreadsheet to calculate downside deviation (including VBA and a matrix formula). It also discusses why downside deviation is a better risk measure than the standard…
Investors have a dazzling array of mutual funds to pick from. How can investors decide which fund to invest in?
This Mathcad worksheet automatically downloads historical stock quotes from Yahoo Finance with a VBScript button. You don’t need to manually import the data with text files.
This article explores what the Treynor Ratio means for investors, and provides an Excel spreadsheet.
This Excel spreadsheet calculates the beta of a stock, a widely used risk management tool that describes the risk of a single stock with respect to the risk of the…
This Excel spreadsheet calculates the Modified Sharpe Ratio.
This Excel spreadsheet calculates Kappa, a generalized downside-risk adjusted performance measure.