Beyond Sharp: Sortino, Treynor and Jensen's Alpha

  • Author:
    Geoff Robinson
  • Level: 
    Intermediate to advanced
  • Study time:
    1-2 hours
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Course overview
This playlist unpacks three cornerstone performance metrics—Jensen’s Alpha, Sortino Ratio, and Treynor Ratio—to help analysts separate skill from market noise. You’ll learn how Alpha isolates excess return, how Sortino reframes risk through downside volatility, and how Treynor evaluates reward per unit of systematic risk. Together, these concepts form the foundation of modern portfolio evaluation and active management insight.

Whether you’re preparing for a finance exam, refining a model, or benchmarking fund performance, these videos equip you with the analytical precision to interpret returns in context, not isolation.

What's included?

  • 3 videos
  • Learn to decode performance with Alpha, Sortino, and Treynor—the trio that defines risk-adjusted return mastery.
  • Insights from a #1 ranked data-driven analyst

Who should watch this playlist? 

Ideal for investment analysts, finance students, and portfolio managers seeking to deepen their grasp of performance metrics. Viewers will gain practical fluency in applying Alpha, Sortino, and Treynor ratios to evaluate risk-adjusted returns, distinguish skill from exposure, and enhance portfolio performance assessment.

Why TheInvestmentAnalyst.com?

We are the only training house that is able to bring top-ranked analyst experience into your classroom. We buck the trend. Most training businesses recruit junior ex-bankers to become their trainer. Our instructors cut their teeth teaching and then gain senior experience with investment banks.

We believe, you could not be in better hands.

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Geoff Robinson
FCA FMVA MFM

Thought leader, instructor, writer, financial influencer, Former UBS Managing Director and 8x #1 ranked analysts EMEA Institutional Investor Survey
ABOUT Geoff
Geoff has had a varied career. He was a Managing Director within UBS Equity Research, leading their Global Fundamental Analytics franchise. During this time, he was #1, ranked 10x in the EMEA Institutional Investor Survey. Before UBS, he was a material equity investor and LBO co-investor in two market exited training consultancies. Geoff has a passion for learning and is well-known for his ability to break down complex subject matter and distil it to an audience in a digestible and engaging manner. He brings this passion to TheInvestmentAnalyst.com. 
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