Articles tagged “Mutual Fund Performance”
10 articles.
2026 (10)
- Rolling returns vs trailing returns in mutual funds
Trailing returns measure a fund's performance from a fixed past date to today. Rolling returns measure performance over many overlapping periods of the same …
- Beta in mutual funds
Beta measures a mutual fund's sensitivity to movements in its benchmark index. A beta of 1.0 means the fund moves in line with the benchmark; above 1.0 …
- Downside capture ratio in mutual funds
The downside capture ratio measures what percentage of benchmark losses a mutual fund captures when the benchmark delivers a negative return. A ratio below 100 …
- Information ratio in mutual funds
The information ratio measures the consistency of a mutual fund manager's ability to generate active returns (alpha) relative to the active risk taken (tracking …
- R-squared in mutual funds
R-squared (coefficient of determination) measures what proportion of a mutual fund's return variation can be explained by movements in its benchmark index. A …
- Sharpe ratio in mutual funds
The Sharpe ratio measures the excess return earned per unit of total risk (standard deviation) in a mutual fund. It is the most widely used single-number …
- Sortino ratio in mutual funds
The Sortino ratio is a risk-adjusted performance measure that divides excess return by downside deviation, the standard deviation of only negative returns, …
- Standard deviation as a mutual fund risk metric
Standard deviation measures the dispersion of a mutual fund's periodic returns around its mean return. As the denominator of the Sharpe ratio, it is the most …
- Treynor ratio in mutual funds
The Treynor ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is the appropriate risk-adjusted metric when evaluating a …
- Upside capture ratio in mutual funds
The upside capture ratio measures what percentage of benchmark gains a mutual fund captures when the benchmark posts a positive return. A ratio above 100 …