by Fatih | Jun 2, 2025 | Investing Tools and Regulations
Discover how Cornish-Fisher VaR refines traditional risk assessment by accounting for skewness and kurtosis in financial returns. Introduction Value at Risk (VaR) is a fundamental metric used to estimate potential losses in a portfolio over a given time frame with a...
by Fatih | Jun 2, 2025 | Investing Tools and Regulations
Introduction When financial markets grow turbulent, investors seek clarity on one crucial question: What is the worst-case scenario for my portfolio over the next few days or weeks? Value at Risk, or VaR, attempts to answer exactly that.Value at Risk is one of the...
by Fatih | Jun 1, 2025 | Investing Tools and Regulations
Introduction In the world of active investing, beating the market isn’t just about generating positive returns — it’s about outperforming a relevant benchmark consistently and efficiently. This is where two key performance metrics come into play: Tracking Error and...
by Fatih | Jun 1, 2025 | Investing Tools and Regulations
Introduction: Why Measuring Skill Matters In a world where beating the market is the holy grail of investing, how do you determine whether a fund manager is truly skilled—or just lucky? That’s where Jensen’s Alpha comes in. This powerful metric evaluates the...
by Fatih | Jun 1, 2025 | Investing Tools and Regulations
Introduction In the world of portfolio management and risk-adjusted returns, the Sharpe Ratio has long been a go-to metric. But is it truly the best way to measure investment performance? Enter the Sortino Ratio — a more nuanced, downside-focused version that many...
