Glossar
Definition of VaR
Wednesday, January 30th, 2008VaR 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, 2007The 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 […]