Portfolioperformance
Portfolioperformance is the measurement and analysis of a portfolio's results over a given period, typically in relation to a benchmark, stated objectives, and investment constraints. It covers both returns and risk, and accounts for costs such as fees, taxes, and slippage. The concept is central to evaluating whether a portfolio achieves its goals under the chosen risk tolerance.
Key metrics used in Portfolioperformance include return figures (absolute, annualized) and risk measures (volatility, drawdown). Risk-adjusted
Reporting and standards aim to ensure clarity and comparability. Many practitioners follow the Global Investment Performance
Interpretation of Portfolioperformance requires context, including investment horizon, liquidity constraints, tax considerations, and fees. Potential limitations