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Risk Adjusted Measures
Understanding the level of risk taken to deliver your performance results is fundamental in the investment process and many key characteristics have been developed for such purposes. Today we support over 50 Modern Portfolio Theory and ex-post risk measures including commonly used measures such standard deviation, tracking error and information ratio along with multiple upside and downside ratios. These measures help compare and assess different asset classes as well as understand the level of risk taken by the managers employed.
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