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Measuring Investment Performance

By: Andre F. Perold and Kenneth A. Froot
  • Format:Print
  • | Pages:10
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Abstract

Examines various approaches to measuring investment performance. The approaches include the use of risk exposure and the Sharpe and Information Ratios. Applies the approaches to a variety of mutual funds to demonstrate the effect of using different metrics to measure fund performance.

Keywords

Financial Management; Investment; Management Analysis, Tools, and Techniques; Measurement and Metrics; Performance; Risk and Uncertainty

Citation

Perold, Andre F., and Kenneth A. Froot. "Measuring Investment Performance." Harvard Business School Background Note 208-110, January 2008.

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