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Management related risk adjusted measures

  • In management related risk adjusted measures, capital market line is modified to capture the appropriate investment style of the fund
  • This measure is also known as style risk adjusted performance measure (SRAP)
  • There is another management related risk adjusted measure known as correlation adjusted performance measures
  • This measure has been developed to compare managers within a peer group
  • This measure helps the investors to allocate their funds optimally across fund managers that maximizes the desired return and minimizes risk

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