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Performance Measurement with Factor Models
Evans, Richard B. Technical Note F-1673 / Published August 14, 2012 / 9 pages.
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Product Overview

Identifying an appropriate benchmark is an essential step in assessing a manager's performance. In the prospectus or fund advertising materials, a benchmark for the fund is typically identified, and the performance of the fund relative to that benchmark is given. The issue of concern is whether or not the benchmark provided has a similar risk profile to the fund.


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  • Overview

    Identifying an appropriate benchmark is an essential step in assessing a manager's performance. In the prospectus or fund advertising materials, a benchmark for the fund is typically identified, and the performance of the fund relative to that benchmark is given. The issue of concern is whether or not the benchmark provided has a similar risk profile to the fund.

  • Learning Objectives