Advanced Investment Metrics Calculators

Calculators for advanced investment performance metrics.

All Advanced Investment Metrics Tools

Advanced

Measure the risk-adjusted return of an investment.

Advanced

Measure the returns earned in excess of the risk-free rate per unit of market risk.

Advanced

Measure risk-adjusted return focusing only on downside volatility.

Advanced

Measure a portfolio's performance relative to a benchmark.

Advanced

Calculate Jensen's Alpha to measure risk-adjusted outperformance.

Advanced

Measure the consistency of a portfolio's performance relative to its benchmark.