Examlex
What is source data?
Rank Portfolios
The process of organizing investment portfolios in order of performance, risk, or any other relevant criteria.
Sharpe Measure
A metric to assess the performance of an investment by adjusting for its risk, calculating the difference between the returns of the investment and the risk-free rate, divided by the investment's standard deviation.
Passive Strategy
An investment strategy that aims to match, rather than outperform, market returns by mimicking the investment holdings of a particular index.
Benchmark Portfolio
A standard or point of reference against which the performance of an investment portfolio can be measured.
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