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Module 11 | Portfolio Performance Analytics
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Module 11 | Portfolio Performance Analytics
4/28/2026
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Summary
Transcript
Chapters
Summary
Transcript
Chapters
Summary
Chapters
Introduction to Portfolio Performance Analysis
0:00
2
Key Considerations for Fair Comparisons
1:50
3
Equity Mutual Fund Categories
2:35
4
Fixed Income and Allocation Categories
5:32
5
Ranking and Return Comparisons
7:30
6
FDGX Fund Performance Review
9:02
7
Understanding Jensen's Alpha
15:58
8
Excel Calculation of Jensen's Alpha
18:45
9
Jensen's Alpha Examples
28:22
10
Treynor Index for Systematic Risk
36:50
11
Sharpe Ratio for Total Risk
47:20
12
Performance Attribution Analysis
55:49
13
Market Timing and Sector Rotation
1:08:35
14
Active vs Passive Management
1:21:57
