home

Articles

Risk Blog

Traders Blog

Books

Tools

Links

FAQ Page


Active Return

Google
 
Web www.software-risk.co.uk

Return relative to a benchmark. If a portfolio's return is 5%, and the benchmark's return is 3%, then the portfolio's active return is 2%.

Copyright © 2005, Campbell R. Harvey. All Worldwide Rights Reserved. Do not reproduce without explicit permission.

Related Articles
Systematic Return
Portfolio
Feasible portfolio
Factor portfolio
Equity floor
Equity cap
Efficient portfolio
Duplicative portfolio

Similar Areas

Finance Items

Selected Books

Keywords

Active Return

benchmark

portfolio

portfolio return

benchmark return


See our Sarbanes-Oxley compliance, load testing and Financial Glossary pages.
Articles   Books   FAQ Page   home   Jobs   Links   Reviews Page   Tools  
Booklist   books   Measurement   Testing   Tools