Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Treynor ratio, Jensen's alpha, ...

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Treynor ratio, Jensen's alpha, ...

    Hi,

    i was wondering whether there are available performance measures other than Sharpe ratio, such as e.g. Treynor ratio, Jensen's alpha, Sortino ratio etc.

    Thank you,

    Tomas

    #2
    Hi Tomas, unfortunately those mentioned by you are not available.
    BertrandNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by twitch251, Today, 05:14 PM
    1 response
    4 views
    0 likes
    Last Post NinjaTrader_ShawnB  
    Started by robforee2, Today, 05:07 PM
    0 responses
    1 view
    0 likes
    Last Post robforee2  
    Started by blar58, Today, 03:16 PM
    1 response
    6 views
    0 likes
    Last Post NinjaTrader_Melissa  
    Started by alcorr247, Today, 02:52 PM
    2 responses
    8 views
    0 likes
    Last Post robforee2  
    Started by Radano, Today, 02:30 PM
    1 response
    4 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Working...
    X