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2 mentions1 same-page
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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
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
2 mentions1 same-page
Page ?Same page
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
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
2 mentions1 same-page
Page ?Same page
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
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
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2 mentions1 same-page
Page ?Same page
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
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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Entities connected to both the Shape Ratio and the Standard Deviation
