Name | Description | Type | Additional information |
---|---|---|---|
calcID | string |
None. |
|
beta | decimal number |
None. |
|
momentum | decimal number |
None. |
|
volatility | decimal number |
None. |
|
sharpeRatio | decimal number |
None. |
|
treynorRatio | decimal number |
None. |
|
informationRatio | decimal number |
None. |
|
sortinoRatio | decimal number |
None. |
|
r2 | decimal number |
None. |
|
alpha | decimal number |
None. |
|
upCapture | decimal number |
None. |
|
downCapture | decimal number |
None. |
|
trackingError | decimal number |
None. |
|
annualizedReturn | decimal number |
None. |
|
standardDeviation | decimal number |
None. |
|
riskFreeRate | decimal number |
None. |
|
calcTime | string |
None. |
|
calcError | string |
None. |
|
dataSpan | integer |
None. |
|
dataLoss | integer |
None. |