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itivity between an option price and the underlying stock price at the beginning or at the end of the lime period. ( Option Price/ Underlying Price). Delta Adjusted Exposure Defirition: Market value at the beginning or at the end of the time period times Delta. Gross Exposure - Gross exposure equals lon
ld be 7.18%. Compounded Annual Return - The compounded annual return is simply the compounded monthly return compounded 12 times for the 12 months. Delta and Delta Adjusted Exposure - Delta Definition: Measure of the sensitivity between an option price and the underlying stock price at the beginning or
the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate be
3 mentions1 same-page
Page ?Same page
itivity between an option price and the underlying stock price at the beginning or at the end of the lime period. ( Option Price/ Underlying Price). Delta Adjusted Exposure Defirition: Market value at the beginning or at the end of the time period times Delta. Gross Exposure - Gross exposure equals lon
ld be 7.18%. Compounded Annual Return - The compounded annual return is simply the compounded monthly return compounded 12 times for the 12 months. Delta and Delta Adjusted Exposure - Delta Definition: Measure of the sensitivity between an option price and the underlying stock price at the beginning or
the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate be
2 mentions1 same-page
Page ?Same page
ld be 7.18%. Compounded Annual Return - The compounded annual return is simply the compounded monthly return compounded 12 times for the 12 months. Delta and Delta Adjusted Exposure - Delta Definition: Measure of the sensitivity between an option price and the underlying stock price at the beginning or
the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate be
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2 mentions1 same-page
Page ?Same page
ld be 7.18%. Compounded Annual Return - The compounded annual return is simply the compounded monthly return compounded 12 times for the 12 months. Delta and Delta Adjusted Exposure - Delta Definition: Measure of the sensitivity between an option price and the underlying stock price at the beginning or
the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate be
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Entities connected to both Delta and the Shape Ratio
