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The Information Ratio

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).

Connect Mathcad to a Forex Web Service

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.

Calculate Jensen’s Alpha with Excel

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.

Downside Deviation as a Risk Measure

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… Read more »

Investment Peformance Benchmarks

Investors have a dazzling array of mutual funds to pick from. How can investors decide which fund to invest in?

Download Stock Quotes into Mathcad

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.

Treynor Ratio – Guide and Spreadsheet

This article explores what the Treynor Ratio means for investors, and provides an Excel spreadsheet.

Calculate Stock Beta with Excel

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… Read more »