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    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

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