CFA® Level I Portfolio Management - Sharpe ratio, Treynor ratio, M2 , and Jensen’s alpha

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  • Опубликовано: 26 июл 2022
  • This is an excerpt from our comprehensive animation library for CFA Level I candidates. For more materials to help you ace the CFA Level I Exam, head on down to prepnuggets.com.

Комментарии • 8

  • @jf13579
    @jf13579 Год назад +1

    Great explanation - thanks!

  • @bilalbhn5481
    @bilalbhn5481 2 года назад

    Great

  • @ashishsinha8671
    @ashishsinha8671 Год назад

    Can any one explain it Why cfa holders gets lower income in comparison of other analytics (data analytics, business analytics, data science) although cfa is renowned certificate.

  • @vinhdac1137
    @vinhdac1137 3 месяца назад +1

    Any mistakes. I thought the M2 fomula is SR*stdmarket + Rf. Not SR*stdmarket -(Rm-Rf)

    • @IAP_mkt
      @IAP_mkt 3 месяца назад

      They changed it in this year's CFA curriculum. Obviously use the one you have on the 2024 CFA curriculum, so the shorter one

    • @IAP_mkt
      @IAP_mkt 3 месяца назад

      I believe the formula here is now referred to as the M^2 alpha I think, but anyway use what you got in the 2024 materials and you can't go wrong

    • @okechukwuutazi9373
      @okechukwuutazi9373 27 дней назад

      The formula is M squared Alpha(not m squared)

    • @vinhdac1137
      @vinhdac1137 25 дней назад

      @@IAP_mkt oh my mistakes, thk u so much!😙