List of financial 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
Deviation risk measure
- Standard deviation or Variance
Mid-range
- Interdecile range
- Interquartile range

Risk-adjusted performance measures

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