Discover how to evaluate risk in investments using Sharpe, Treynor ratios, alpha, and beta for better portfolio performance compared to risk-free benchmarks.

Learn what active risk is and how to calculate it. Understand the methods to evaluate active risk in portfolios and explore examples of funds outperforming benchmarks.

In response to my article, Is the Stock Market Too Concentrated?, which relied upon standard-deviation calculations to assess investment risk, a reader wrote: “My problem [with your argument] is ...

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