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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
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate (0.41%) / Standard Devia
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
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate 10.41%) / Standard Devia
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
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate 10.41%) / Standard Devia
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
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate (0.41%) / Standard Devia
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