harpe Ratio: A measure of risk-adjusted return calculated using standard deviation and excess return to determine reward per unit of risk. The higher the Sharpe Ratio, the better the historical risk-adjusted performance. Forward looking statements Certain information contained in this presentation constitutes "fo

ed by Nobel Laureate William Sharpe. It is calculated by using standard deviation and excess return to determine reward per unit of risk. The higher the Sharpe Ratio, the better the fund's historical risk-adjusted performance. The Sharpe ratio is calculated for the past 38-month period by dividing a fund's annuali

anager's excess return (relative to cash or Treasury Bills) by its Standard Deviation. which measures the volatility of returns. or risk. Therefore. the Sharpe Ratio is a measure of return per unit of total risk. Sortino Ratio - Similar to the Sharpe Ratio, the Sortino Ratio is a risk-adjusted return measure that