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Hedge Funds
Hedge Fund definitions & user guides
Calculation Definitions
- Alpha
- Annualized Return
- Annualized Tracking Error
- Annualized Volatility
- Calmar Ratio
- Compound Return
- Correlation vs. Benchmark
- Exposure Adjusted Net Return
- Downside Correlation
- Information Ratio
- Kurtosis
- M Squared (Modigliani-Modigliani Measure)
- Max Drawdown
- Monthly Autocorrelation
- Omega Ratio
- Return on Investment
- Sharpe Ratio
- Skew
- Sortino Ratio
- Treynor Ratio
- Upside Capture
- Beta vs. Benchmark
- Value at Risk
- Downside Deviation
- Upside Correlation