Customized Performance Dashboard Analytics

by Zigler, Brad

• ISBN13: 9780470592496
• ISBN10: 0470592494
• Format: Hardcover
• Copyright: 2012-01-30
• Publisher: John Wiley & Sons Inc

Summary

Many advisors and investors use performance measures, but only a few have achieved the full potential benefits that a well-designed and implemented portfolio management system has to offer. How many advisors can actually gauge r² against an appropriate benchmark for themselves? And who among us can track alpha in real time, without investing in pricey software or subscription services?Straightforward and accessible, this timely resource will assist you in developing a comprehensive system to maintain your own custom benchmarks and calculate a handful of portfolio statistics including r², alpha, beta, standard deviation, and various manager performance metrics. With a readily availabe spreasheet software- Microsoft Excel, you will be able to customize and maintain your own risk and return maagement tools. You will learn how to calculate metrics in real time using Excel. With these tools in hand, you won't have to rely upon stale vendor-supplied data when you're evaluating investment options. You won't need expensive data feeds, either. With Excel and the strategy in this book, you can perform sophisticated portfolio analysis.