Additional Lookbacks for Risk Category Ranks

Kyle Geers shared this idea 5 years ago
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.

Replies (3)

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Add Std Dev to this list. Comes up a couple of times a quarter I'd say, most recently by 5k+ prospect

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Requested by Bob Spada, particularly for Upside and Downside - $148k

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Requested by Jake McCabe at Virtus - $148k

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