What are the fama and sortino portfolio performance measures

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Reference no: EM13923353

• What is the information ratio, and how is it related to the other performance measures?

• When evaluating a sample of portfolios, how do you determine how well diversified they are?

• What are the Fama and Sortino portfolio performance measures, and what information do they provide beyond other measures?

• How can investment performance be measured by analyzing the security holdings of a portfolio?

Reference no: EM13923353

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