List of financial performance measures

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

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