- Return measures
- Risk measures
- Risk-adjusted performance measures
This article contains a list of measures of financial performance. 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{{main|Financial ratio}}- Calmar ratio
- Coefficient of variation
- Information 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
2 : Financial accounting|Finance lists |