Additional Lookbacks for Risk Category Ranks
Under Consideration
Requested by Barry Mandinach - Head of Distribution at Virtus - $141,600
We currently have 3y for Alpha, Information Ratio, and Sharpe. It would be great if we could cover the periods we produce for the stand alone metrics. Possibly sortino ratio as well.
Add Std Dev to this list. Comes up a couple of times a quarter I'd say, most recently by 5k+ prospect
Add Std Dev to this list. Comes up a couple of times a quarter I'd say, most recently by 5k+ prospect
Requested by Bob Spada, particularly for Upside and Downside - $148k
Requested by Bob Spada, particularly for Upside and Downside - $148k
Requested by Jake McCabe at Virtus - $148k
Requested by Jake McCabe at Virtus - $148k
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