Definitions
13 articles
What is the definition for Sharpe ratio?
What is the definition for tracking error?
How are the factor metrics computed with relative metrics?
How is the active time frame determined for portfolio analysis?
What is the definition for annualized return?
What is the definition for excess return?
What is factor contribution to return and how is it computed?
What is factor contribution to risk and how is it computed?
What is the definition for max drawdown?
What is the definition of max under-performance?
What is the definition for annualized volatility?
How do you calculate the information ratio?
What are relative metrics and how are they computed?
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