Sharpe Ratio, Treynor Ratio and Jensen's Alpha (Calculations for CFA® and FRM® Exams)

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  • Опубліковано 27 січ 2025

КОМЕНТАРІ • 95

  • @somrajdutta8366
    @somrajdutta8366 3 роки тому +26

    Very well explained. Only somebody with an in-depth understanding of these concepts can explain it so succinctly. Thanks bro.

    • @analystprep
      @analystprep  3 роки тому

      Glad it was helpful! If you like our video lessons, it would be helpful to spread the word if you could leave us a review here: www.trustpilot.com/review/analystprep.com

  • @zackvecer2348
    @zackvecer2348 4 роки тому +9

    No doubts left, well explained!

  • @bhartisadhwani1626
    @bhartisadhwani1626 3 роки тому +11

    Very well explained, covered all the aspects needed. well done👍

  • @rajaneeshkataru3821
    @rajaneeshkataru3821 5 місяців тому

    Clear, concise & straight forward no ambiguity great job!!!

  • @andrewhamelin7269
    @andrewhamelin7269 4 роки тому +3

    I don’t know how I found this page but I am quite happy to say the least, this combined with the Schweser material is the perfect to learn the material.

  • @musokiemily336
    @musokiemily336 Рік тому

    Am glad u also explain the formula. Many teachers just give the formula without explaining it's meaning and thus usage.

  • @andorettevanheerden9285
    @andorettevanheerden9285 2 місяці тому

    You are making me a little less panicky about my upcoming exam!
    Your explanations are really clear and comprehensive!

  • @dragoonjk
    @dragoonjk 3 роки тому +2

    Very well done...succinct and to the point. Very helpful

  • @love3651-d3s
    @love3651-d3s 3 місяці тому +1

    Thanks for this video. Well explained.

    • @analystprep
      @analystprep  2 місяці тому

      Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

  • @shreyasmungad
    @shreyasmungad Рік тому +1

    Beautifully explained 🙌

    • @analystprep
      @analystprep  Рік тому

      Thanks a lot 😊 If you like our video lessons, it would be appreciated if you could leave us a review at www.trustpilot.com/review/analystprep.com

  • @BNhandle
    @BNhandle 4 роки тому +3

    Great video- everything is well explained!!

    • @analystprep
      @analystprep  4 роки тому

      Glad you liked it! If you like our video lessons, it would be helpful to spread the word if you could take 2 minutes of your time to leave us a review at www.trustpilot.com/review/analystprep.com

  • @pauldavidmariano9209
    @pauldavidmariano9209 4 роки тому +4

    Thanks for explaining these measurements very well..

  • @joteeramchurn9561
    @joteeramchurn9561 Рік тому

    Thank you very much for the in-depth explanation. Extremely useful Sir.

    • @analystprep
      @analystprep  Рік тому

      Glad it was helpful! If you like our video lessons, it would be appreciated if you could leave us a review at www.trustpilot.com/review/analystprep.com

  • @ZERO-CAPACITANCE
    @ZERO-CAPACITANCE Рік тому +1

    Excellent, just subscribed

    • @analystprep
      @analystprep  Рік тому

      Welcome aboard! If you like our video lessons, it would be appreciated if you could leave us a review at www.trustpilot.com/review/analystprep.com

  • @shreyajamwal
    @shreyajamwal 3 роки тому +1

    Thank you for this. This is very lucidly explained !

    • @analystprep
      @analystprep  3 роки тому

      Glad it was helpful! If you like our video lessons, it would be helpful if you could take 2 minutes of your time to leave us a review here: www.trustpilot.com/review/analystprep.com

  • @isharalakshan6653
    @isharalakshan6653 2 роки тому +1

    All points are clearly explained.

  • @ThomsonSpam
    @ThomsonSpam Рік тому

    Very well explained. Thank you so much. Very helpful

  • @omraghuwanshi9251
    @omraghuwanshi9251 Рік тому +1

    Thank you for such great content

  • @seleannia4511
    @seleannia4511 Рік тому

    Thank you very very much! You are an amazing teacher!

  • @pasta522
    @pasta522 10 місяців тому +1

    Definitely gonna pass my exams , thank you so much!!

  • @tusharstraveldiary8754
    @tusharstraveldiary8754 4 роки тому +3

    To the point explanation, Nice.

  • @luisasolisp
    @luisasolisp Рік тому

    Excellent. Very well explained

  • @slimetime7698
    @slimetime7698 9 місяців тому +2

    great video

    • @analystprep
      @analystprep  8 місяців тому

      Glad to hear. If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

  • @KaalchakraAI
    @KaalchakraAI 3 роки тому +1

    thank you so much, a great way of teaching

    • @analystprep
      @analystprep  3 роки тому

      Glad it was helpful! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to give us a review at facebook.com/pg/AnalystPrep/reviews/

  • @hariharansekar6026
    @hariharansekar6026 2 роки тому +1

    The explanation was done so well I'm able to help my friends thank you sir

  • @mawoyofaith7040
    @mawoyofaith7040 Рік тому +1

    Thank you, well explained

    • @analystprep
      @analystprep  Рік тому

      You're welcome! If you like our video lessons, it would be appreciated if you could leave us a review at www.trustpilot.com/review/analystprep.com

  • @davidmullenbach
    @davidmullenbach 3 роки тому +2

    Amazing help thanks to you i will pass my exam

    • @analystprep
      @analystprep  3 роки тому

      Most welcome 😊 If you like our video lessons, it would be helpful to spread the word if you could leave us a review here: www.trustpilot.com/review/analystprep.com

  • @hameleonas10
    @hameleonas10 2 роки тому +1

    Is there a difference between Treynor Mazuy ratio and Treynor ratio? Or it is the same ratio just have different names?

  • @esteban_ruiz
    @esteban_ruiz 3 роки тому +1

    Really great video. Gives great risk intuition for portfolio construction and choosing.

  • @antonytolbert2881
    @antonytolbert2881 4 роки тому +2

    Very helpful. Thank you.

    • @analystprep
      @analystprep  4 роки тому

      Glad it was helpful! Good luck on your exam!

  • @Sagar_Tachtode_777
    @Sagar_Tachtode_777 4 роки тому +2

    very useful session. Thanks, Nilay Sir!!!

  • @trochetiaboutic5278
    @trochetiaboutic5278 4 роки тому +1

    very very useful thank you Mr. Arun

  • @benmuhizi1975
    @benmuhizi1975 2 роки тому +1

    Thank you sir. Exam on Wednesday

  • @owenselby3108
    @owenselby3108 10 місяців тому +1

    great video thanks

  • @mohammedfuadh9734
    @mohammedfuadh9734 2 роки тому

    I have a doubt what if the standard deviation is not available in the question how do we find the standard deviation and solve it with only few informations like t-bills, s&p500, average annual return and beta ? And asking us to find the answer using only sharpe method

  • @jessicarollins9796
    @jessicarollins9796 3 роки тому +1

    Thank you so much!

  • @sujoysaha5656
    @sujoysaha5656 3 роки тому +1

    Very well explained...

  • @rookmeeneeseesurn1087
    @rookmeeneeseesurn1087 3 роки тому +1

    Thank you very much Arun, explain a lot & clear in my brain now :)

  • @elmarmammadov1908
    @elmarmammadov1908 Рік тому

    verryy useful.. is FRM part 2 also explained by You in the course? thanks in advance

  • @madhavrao1413
    @madhavrao1413 2 роки тому

    Many thanks for your detailed explanation. I am trying to figure out the order of preference between these ratio performances between two or more fund options

  • @shiko_munyao
    @shiko_munyao 3 роки тому +1

    very good explanation .thank you

    • @analystprep
      @analystprep  3 роки тому

      You are welcome! If you like our video lessons, it would be helpful to spread the words if you could take 2 minutes of your time to give us a review here: www.trustpilot.com/review/analystprep.com

  • @faithkavuli7690
    @faithkavuli7690 4 роки тому +1

    Excellent video👌

  • @aaryanverma6081
    @aaryanverma6081 6 місяців тому

    helpful, can you do the calculations as well for better understanding for someone who is very new to the topic that would be a good way to explain the calculation behind the results.

  • @ginanguyen4520
    @ginanguyen4520 Рік тому

    Hi . Was wondering if you offer tutoring

  • @syedsaquib336
    @syedsaquib336 2 роки тому

    It is really very helpful thanks for this content sir😊

  • @vemulamaniramya1304
    @vemulamaniramya1304 4 роки тому

    Very well explained sir

  • @carljosephbabor5970
    @carljosephbabor5970 3 роки тому

    Awesome!!!!!

  • @Ramsha-bq6pc
    @Ramsha-bq6pc 9 місяців тому

    How to calculate betA??

  • @MOHAMMEDABDULRAFAYBBA-B
    @MOHAMMEDABDULRAFAYBBA-B 2 роки тому

    Simple and great

  • @RishabhRishab
    @RishabhRishab Рік тому

    Do you have the video where you have calculated these ratios for 5 year daily returns? That is the real deal

  • @rajivdixit-theindiawithsec8928
    @rajivdixit-theindiawithsec8928 4 роки тому

    How to calculate the expected return?

  • @raqeebpasha3731
    @raqeebpasha3731 4 роки тому

    Thank you 😇

  • @rajivdixit-theindiawithsec8928
    @rajivdixit-theindiawithsec8928 4 роки тому

    Is there any place where we can create our own portfolio and get its risk-adjusted return?

    • @esteban_ruiz
      @esteban_ruiz 3 роки тому

      You have to program it. Use Python and the optimizers available. Theres code online if you just type your comment + Python code/tutorial

  • @umersiddiqui8255
    @umersiddiqui8255 2 місяці тому

    brilliant

  • @varshakulkarni2703
    @varshakulkarni2703 4 роки тому

    Very helpful

  • @ma5tv393
    @ma5tv393 2 роки тому

    Love u bro

  • @sandrakanguvi7614
    @sandrakanguvi7614 3 роки тому +1

    goooooood job

  • @juniorjoe4
    @juniorjoe4 3 роки тому +1

    Thank u

    • @analystprep
      @analystprep  3 роки тому

      You're welcome 😊 If you like our video lessons, it would be helpful to spread the word if you could leave us a review here: www.trustpilot.com/review/analystprep.com

  • @dhivapapu1204
    @dhivapapu1204 8 місяців тому

    Please sir send for metrial

  • @manishthakur9851
    @manishthakur9851 3 роки тому

    CA final student here. Few faculties just told to mug the formula

  • @dhivapapu1204
    @dhivapapu1204 8 місяців тому

    Sir

  • @fatimaalbraiki3065
    @fatimaalbraiki3065 Рік тому +1

    Thank you so much!!