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answerhappygod
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by answerhappygod »
explain the following table in detail.exolain the calculation aspects wherever applicable
- Explain The Following Table In Detail Exolain The Calculation Aspects Wherever Applicable 1 (274.61 KiB) Viewed 20 times
- Explain The Following Table In Detail Exolain The Calculation Aspects Wherever Applicable 2 (274.61 KiB) Viewed 20 times
Historical ES (95%) daily downside risk Annualised downside risk Downside potential Omega Sortino ratio Upside potential Upside potential ratio Omega-sharpe ratio 2 -0.0211 -0.0294 0.0067 0.0091 0.1068 0.1445 0.0027 0.0037 1.1192 1.1336 0.0485 0.054 0.0031 0.0042 0.5528 0.5663 0.1192 0.1336
Historical ES (95%) daily downside risk Annualised downside risk Downside potential Omega Sortino ratio Upside potential Upside potential ratio Omega-sharpe ratio 2 -0.0211 -0.0294 0.0067 0.0091 0.1068 0.1445 0.0027 0.0037 1.1192 1.1336 0.0485 0.054 0.0031 0.0042 0.5528 0.5663 0.1192 0.1336
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