Metrics
Sortino Ratio: formula, calculation, and how it improves on the Sharpe
Sortino Ratio: formula, worked example, and comparison with the Sharpe Ratio. How measuring only downside risk gives a clearer picture of …
Monte Carlo Simulation for your portfolio: a practical guide
How Monte Carlo simulation works applied to investment portfolios: scenarios, fan charts, withdrawals and probability of success explained …
TWR vs MWRR: which return metric should you trust?
TWR and MWRR measure portfolio returns differently. Learn which metric applies to your situation and why using the wrong one leads to wrong …
Expected Shortfall (CVaR) 95% and 99%: practical guide
Understand CVaR 95% and 99%, how it differs from VaR, and how to use tail-risk metrics for portfolio decisions.
Skewness and Kurtosis: practical guide for portfolio risk
Understand skewness and kurtosis, how to read return-distribution shape, and why tails matter for risk decisions.
Recovery Factor: formula, interpretation, and limits
Recovery Factor shows how efficiently a portfolio recovers from drawdowns. Learn the formula, practical reading thresholds, and common …
Value at Risk (VaR) 95% and 99%: practical guide
Understand VaR 95% and 99%, historical vs parametric methods, and how to use VaR in portfolio decisions without common mistakes.
What is expected return and how to use it
A practical guide to understand expected return, read it inside Wallible reports, and compare it with other performance metrics.
