A return measure that differentiates between returns generated through active management and those which simply result from high betas during...
A return measure that differentiates between returns generated through active management and those which simply result from high betas during...
A measure of risk-adjusted return that is designed to apply the maximum drawdown as a measure of risk. This ratio...
A risk-adjusted return measure that quantifies the return generated by a hedge fund for each unit of risk it takes....
A risk-adjusted return measure that quantifies the return generated by a hedge fund for each unit of risk it takes....