Around the Peak.

The Treynor Ratio measures the excess return for taking on additional risk. It is calculated as the strategy's mean return minus the mean risk-free rate divided by…

Up- and down-market capture ratios help investors assess how a strategy holds up during different market conditions. They demonstrate how…

The Information Ratio demonstrates a strategy's excess return, scaled by risk. Rather than using total risk or systematic risk, the Information Ratio uses…