explain the following table in detail.exolain the calculation aspects wherever applicable
Posted: Mon May 30, 2022 8:42 am
explain the following table in detail.exolain the calculation aspects wherever applicable
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
- Explain The Following Table In Detail Exolain The Calculation Aspects Wherever Applicable 1 (274.61 KiB) Viewed 21 times
- Explain The Following Table In Detail Exolain The Calculation Aspects Wherever Applicable 2 (274.61 KiB) Viewed 21 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