Explain the following table in detail. Explain the calculation aspects wherever applicable. Toome Blue Chip Fund Sensex

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Explain The Following Table In Detail Explain The Calculation Aspects Wherever Applicable Toome Blue Chip Fund Sensex 1 (92.41 KiB) Viewed 15 times

Explain the following table in detail. Explain the calculation aspects wherever applicable. Toome Blue Chip Fund Sensex Semi Deviation viation 29 0.0088 0.0093 Gain Deviation 0.0071 0.0079 Loss Deviation 0.0101 0.0108 Downside Deviation (MAR-210%) 0.0132 0.0136 Downside Deviation (Rf=3.34%) 0.0086 0.0092 Downside Deviation (0%) 0.0086 0.0091 Maximum Drawdown 0.3878 0.3971 Historical VaR (95%) -0.0146 -0.016 Historical ES (95%) 5 (95⁹629 daily downside risk Annualised downside risk Downside potential Omega Sortino ratio pside potential Upside potential ratio Omega-sharpe ratio -0.0274 -0.0294 0.0086 0.0091 0.1362 0.1445 0.0036 0.0037 1.1299 1.1336 0.0541 0.054 0.004 0.0042 0.5718 0.5663 0.1299 0.1336