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Stock Comparison - Setting MAR for Risk ratios

MC
Marcus Crahan12 июля 26 г. | Опубликовано в Общая

Where can I set a minimum acceptable return (annual) (MAR) for use when calculating risk ratios? For example, when I run the "stock comparison" module on a portfolio, where is the MAR parameter set?

Are the risk ratios calculated on an annualized basis?

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DS
Dmitry Shevchenko14 июля 26 г.

Hi Marcus, Yeah, this wasn't exposed before, but it was pretty straightforward to add, so the setting is live now:

Since there are multiple risk-adjusted ratios on the page, for simplicity the setting controls both the risk-free rate for Sharpe and MAR for downside-based ratios, like Sortino.

All ratios are annualized, that's right



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