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