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FIN_TRM_LR_FI_AN: Benchmarking Key Figures (New) ( RELNTRM_603_LR_FI_AN_40 )
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FIN_TRM_LR_FI_AN: Benchmarking Key Figures (New)
Use
From SAP enhancement package 3 for SAP ERP 6.0(EA-FINSERV 603), Business Function TRM: Hedge Accounting, New Instruments, New Key Figureson, you can use the following new key figures in the Portfolio Analyzer and risk measurement:
- Sharpe Ratio
- Jensens Alpha
- Treynor Ratio
- Tracking Error
- Information Ratio
- Sortino Ratio
These key figure allow you to get a better understanding of the quality of the yields you calculate for benchmarking purposes with the Portfolio Analyzer. The comparison of two similar portfolios can be done when one of them is defined as benchmark.
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Length: 983 Date: 20240523 Time: 053027 sap01-206 ( 20 ms )
