The Sterling ratio (SR) is a measure of the risk-adjusted return of an investment portfolio. While multiple definitions of the Sterling ratio exist, it...

monthly basis, instead of the Sterling ratio's yearly basis. Young believed the Calmar ratio was superior because The Calmar ratio changes gradually and serves...

safety-first criterion Signal-to-noise ratio Sortino ratio Sterling ratio Treynor ratio Upside potential ratio V2 ratio Z score Sharpe, W. F. (1966). "Mutual...

Outperformance Probability Sharpe ratio Sortino ratio Sterling ratio Treynor ratio Upside potential ratio V2 ratio Clarke, Roger G.; de Silva, Harindra;...

same as the so-called MER ratio, and shares some similarities with the Calmar ratio, the Sterling ratio and the Burke ratio. However, the RRR can arguably...

Sterling (ISO code: GBP) is the currency of the United Kingdom and nine of its associated territories. The pound (sign: £) is the main unit of sterling...

in value to sterling. As such Australia was on the gold standard so long as Britain was. In 1914, the British government removed sterling from the gold...

Modigliani risk-adjusted performance Roy's safety-first criterion Sharpe ratio Sortino ratio Sterling ratio Treynor ratio Upside potential ratio V2 ratio...

In mathematics, two quantities are in the golden ratio if their ratio is the same as the ratio of their sum to the larger of the two quantities. Expressed...

the V2 ratio is to improve on existing and popular measures of risk-adjusted return, such as the Sharpe ratio, information ratio or Sterling ratio by taking...