RT Journal Article SR Electronic T1 Analysis of Risk-Adjusted Performance of Global Market Assets JF The Journal of Portfolio Management FD Institutional Investor Journals SP 63 OP 77 DO 10.3905/jpm.2004.412321 VO 30 IS 3 A1 Frank K. Reilly A1 David J. Wright YR 2004 UL https://pm-research.com/content/30/3/63.abstract AB The broad set of 38 global capital market assets examined here includes U.S. and international stocks and bonds, real estate, commodities, and a composite index of global stocks and bonds. Relationships between returns and risk reported are consistent with theoretical expectations. The risk-adjusted performance measures indicate a wide range of performance for alternative assets. Rankings of alternative assets, though, depend on the specific risk-adjusted performance measure used.