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Glossar

Definition of VaR

Wednesday, January 30th, 2008

VaR is defined as the predicted worst-case loss at a specific confidence level (e.g., 95%) over a certain period of time

Sharpe Ratio (Annualised)

Tuesday, December 18th, 2007

The Sharpe Ratio measures a fund’s return in excess of the risk free rate for a given period and divides this by the standard deviation of those returns. The Sharpe Ratio is a measure of how effectively a fundutilises risk. This means that the higher a fund’s Sharpe Ratio the better the fund’s historical risk-adjusted […]