Articles tagged “Systematic Risk”
3 articles.
- 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 …
- 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 …
- 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 …