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2ROPE Framework - Coggle Diagram
2ROPE Framework
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Ratios
Information Ratio
It measures an investment manager's ability to generate excess returns (above a benchmark) relative to the risk taken, or the volatility of those excess returns.
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Sharpe
It is a financial metric that measures how well a mutual fund's returns compensate for the risk taken.
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Sortino
It is a risk-adjusted performance measure, but it focuses on downside risk rather than total volatility.
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Worst Drawdown
Worst Drawdown is the largest percentage decline an investment experiences from its peak to its trough before reaching a new peak.
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