The One Number That Changed How I Think About Investment Risk
- Fabio Capela
- Risk management , Sharpe ratio , Risk adjusted returns , Portfolio analysis , Investment metrics , Systematic investing , Performance measurement , Quantitative finance
For years, I focused on the wrong metric when evaluating my investment performance. Like most investors, I obsessed over returns. How much did I make this month? How much did I make this year? How did my portfolio compare to the S&P 500?
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