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PBJ

08 Mar, 2010 03:06 PM via web

Hello everyone,

I think it would be useful to have a detailed definition of each indicator used in the Score Card.
For example, the Sharpe and Sortino ratio can be calculated using monthly, quarterly or daily returns. On the current version of the Score Card, it is unclear which series is used. Also, the risk-free rate (or Goal rate for Sortino) is not explicitely mentioned. These are important input parameters to calculate the ratios.

Can you please include Skewness & Kurtosis to your Score Card statistics?
Please use the following PDF as a reference:
http://www.fcva.net/Documents%20and%20Files/Post-Modern%20Portfolio...

Best,
PBJ

  1. David resolved this discussion on 10 Mar, 2010 08:35 AM.

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