Beta, Treynor, and Risk Measures Over Various Time Periods?
KR
Karl RestallJanuary 25, 25 | Posted in Enhancement Requests
LOVE your approach to ranking the various risk-adjusted performance measures! Not many sites incorporate the variety of indicators yours does, or ranks them for that matter...good stuff.
Any thought to adding a market risk indicator to the mix (i.e. Treynor)?
Any possibility of allowing a user to calculate an "Overall Rank" based on performance measures they select?
Any possibility of allowing users to choose different time frames for the measures for comparative analysis?
Something to consider?
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