Non-Risk Adjusted Measures - These measures do not take into account the risk of
a portfolio when accessing its `return'
PortfolioReturn - Direct evaluation of the real or expect return of a portfolio.
TotalReturn - Evaluates the total return of an investment taking into account
dividends, loan notes and rights issues which can have a significant effect on the over-all level
of return.
GeometricMeanReturn - Averages out the effect of compounding and returns
an equivalent average per period return when the return is known over several consecutive periods.
Risk Adjusted Measures - These measures take into account the `risk' of a portfolio
when accessing its `return'
SharpesRatio - Sharpe's Ratio evaluates the excess return over the risk free rate
which a portfolio achieves per unit of risk when the risk is measured in terms of the standard deviation
of the historical process.
TreynorsMeasure - Treynors Measure evaluates the excess return over the risk free rate
which a portfolio achieves per unit of risk when the risk is measured in terms of the beta (with respect
to a suitable market index) of the portfolio.