List of financial performance measures explained

See also: Performance measurement.

This article comprises a list of measures of financial performance.

Basic definitions

• Return on equity
• Return on assets
• Return on investment

Return measures

• Arithmetic return: average return of different observation periods
• Geometric return: return depending only on start date and end date of one overall observation period
• Rate of return or return on investment
• Total shareholder return: annualized growth in capital assuming that dividends are reinvested

Risk measures

• Risk measure
  • Distortion risk measure
  • Tail conditional expectation
  • Value at risk
  • Convex risk measure
    • Entropic risk measure
  • Coherent risk measure
    • Discounted maximum loss
    • Expected shortfall
    • Superhedging price
    • Spectral risk measure
• Deviation risk measure
  • Standard deviation or Variance
• Mid-range
  • Interdecile range
  • Interquartile range

Risk-adjusted performance measures

See main article: Financial ratio.

• Calmar ratio
• Coefficient of variation
• Information ratio
• Jaws ratio
• Jensen's alpha
• Modigliani risk-adjusted performance
• Roy's safety-first criterion
• Sharpe ratio
• Sortino ratio
• Sterling ratio
• Treynor ratio
• Upside potential ratio
• V2 ratio