Home > Manajemen Investasi dan Pasar Modal > Seputar Evaluasi Kinerja Portofolio: Risk Adjusted Performance

Seputar Evaluasi Kinerja Portofolio: Risk Adjusted Performance

Indeks Sharpe

Formula:

Dalam hal ini:




Indeks Treynor

Formula:

Dalam hal ini:




Indeks Jensen

Formula:

Dalam hal ini:




Daftar Pustaka

  1. Tandelilin, Eduardus, 2010, Portofolio dan Investasi – Teori dan Aplikasi, Edisi Pertama, Penerbit Kanisius, Yogyakarta.
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