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AGP LP 519 Alpha Group Capital Paul Barrett Glossary of Terms Source: Hedgetund.net & Morgan Stanley ('rime Brokerage Alpha - Alpha is the measure of a funds overage performonce independent
olatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stgl be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on
AGP LP 519 Alpha Group Capital Paul Barrett Glossary of Terms Source: Hedgetund.net & Morgan Stanley ('rime Brokerage Alpha - Alpha is the measure of a funds overage performonce independent
olatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stil be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on
AGP LP 519 Alpha Group Capital Paul Barrett Glossary of Terms Source: Hedgetund.net & Morgan Stanley ('rime Brokerage Alpha - Alpha is the measure of a funds overage performonce independent
olatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stil be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on
AGP LP 519 Alpha Group Capital Paul Barrett Glossary of Terms Source: Hedgetund.net & Morgan Stanley ('rime Brokerage Alpha - Alpha is the measure of a funds overage performonce independent
olatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stgl be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on
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