Risk Adjusted Performance Measurement Issues in a Bear Market

October 23rd, 2015

Bear markets require investment professionals to re-evaluate the methods used to assess risk-adjusted return measures, as excess returns would generally be negative in bear markets.

In this white paper, you’ll find: 

  • Approaches in practice
  • Ratio example
  • Ranking performance

http://firstrate.com/wp-content/uploads/2015/10/FirstRate-Risk-Adjusted-Performance-WP.pdf