Portfolio Benchmarking: Looking Beyond Portfolio Returns

Crystal Springs Gardens – Portland, OR – Experimenting with neutral density filter software.

In the process of cleaning up this blog, I lost some critical posts and a few related to bench-marking.  Fortunately, I posted an important article on this subject over on Seeking Alpha.

Here is the link to one benchmarking article.  Check it out.

In most of the portfolio reviews you will see data and graphs for five Risk Ratios.  Of these, the two most important ones are the Sortino Ratio and Jensen’s Alpha.  Follow those two values in particular when evaluating the different portfolios.