Mutual fund investors only look at the past performance ... with the difference being that the Treynor ratio uses beta as the measurement of volatility. (Average Return of the Portfolio = Average ...

Mutual funds' trading volume, reflected in the turnover ratio, affects their fees. High turnover ratios in actively managed funds can erode returns due to trading costs. Low turnover suggests a ...

A fund with a high R-Squared and low Beta is considered a less risky fund. A variation of Sharpe ratio, Sortino considers only the downside risk. Unlike Sharpe ratio which considers both good risk ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

An expense ratio is a fee (in the form of a percentage of one's investment) that an investor pays annually for access to an ETF or mutual fund. Expense ratios, expressed as percentages ...

Between 2004 and 2023, the asset-weighted average expense ratio fell ... particularly mutual fund fee trends, asset flows by fees, spotlights into sustainable and strategic-beta funds, asset ...