FUND PERFORMANCE ANALYTICS

Enhanced Performance Measurement

Metric 1: Performance Measurement

  • The MJ Hudson PERACS Alpha is a measure of value generation that corrects the biases of IRR
  • Returns are expressed relative to the opportunity cost of not investing in the stock market
  • The sources of returns are identified as being generated from the effect of leverage, industry sector choice, and base Alpha
  • Applications include new investment decisions, ongoing portfolio management, risk measurement, and asset class allocation
PERACS ALPHA
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Value Creation