If your expected return on the individual investments in your portfolio is known or can be anticipated, you can calculate the portfolio's overall rate of return using Microsoft Excel. If you don't ...

Expected Portfolio Return = (Asset 1 Weight x Expected Return) + (Asset 2 Weight x Expected Return)... Now let's use a hypothetical example to show how to apply the formula.

The Sortino ratio uses three inputs for its formula. The numerator is the difference between a portfolio's return and the risk-free rate of return. You can use a portfolio's actual or expected return.

Rumors of the death of the 60-40 portfolio — that old standby allocation of 60% stocks and 40% fixed-income investments — are ...

The return is the percentage change of the value of the portfolio before any new cash flows. It is "HP" in the formula below. Step 3: Calculate the Geometric Mean of All Sub-Periods .

For example, if you calculate your portfolio's beta to be 1.3, the three-month Treasury bill yields 0.02% as of October of 2015, and the expected market return is 8%, then we can use the formula ...

In this article, we will discuss value investor Joel Greenblatt’s portfolio, hedge fund returns, and his Magic Formula. Log In Sign Up Premium #1 AI Stock to Buy ...

Example Example of holding period return. We'll look at two examples to illustrate this concept. First, consider a bond investment.We'll say you invest $1,000 in a 30-year Treasury bond that pays ...

Magic Formula >$100M Market Cap Portfolio returned 12.2% this semi-quarter*, compared to S&P Composite 1500 return of 10% over the same period.

In this article, we will discuss value investor Joel Greenblatt’s portfolio, hedge fund returns, and his Magic Formula. You can skip our detailed analysis of Greenblatt’s investment philosophy ...

Assume a (very successful) portfolio returned 15% with a 10% standard deviation. The risk-free rate of return is 4%. Knowing these numbers allows an investor to calculate the portfolio's Sharpe ratio: ...