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