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  1. CFA Program
  2. Level III
  3. TA10 Portfolio Performance Evaluation

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←TA10 Portfolio Performance Evaluation

Video moduleTA109 of 112 min

Sharpe, Treynor, and Information Ratios

←The Sortino RatioThe Appraisal Ratio→

With the lesson

Key points, the transcript, the notes (12 pp) and the past exam questions (46 pp) open with the lesson.

In this section

TA10 Portfolio Performance Evaluation

9 of 11

  1. 01Portfolio Performance Evaluation NotesNotes · 12 pp
  2. 02TA10Past exam · 46 pp
  3. 03Capture RatiosVideo · 5 min
  4. 04Implementation Shortfall - Buy and SellVideo · 8 min
  5. 05The Two Brinson ModelsVideo · 7 min
  6. 06The Carhart ModelVideo · 4 min
  7. 07Evaluating Trade ExecutionVideo · 5 min
  8. 08The Sortino RatioVideo · 2 min
  9. 09Sharpe, Treynor, and Information RatiosVideo · 2 min
  10. 10The Appraisal RatioVideo · 3 min
  11. 11Nov 20, 2025Class · 2 h 5 min
Whole Level III outline→
PreviousThe Sortino RatioTA10 · Video module · 2 minNextThe Appraisal RatioTA10 · Video module · 3 min
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