Bias Ratios

Some articles on bias ratios, ratio, bias ratio:

Bias Ratio (finance) - Practical Thresholds
... Hedge fund strategy indices cannot generate benchmark Bias Ratios because aggregated monthly returns mask individual manager behavior ... However, Bias Ratios can be calculated at the manager level and then aggregated to create useful benchmarks ... Strategies that employ illiquid assets can have Bias Ratios with an order of magnitude significantly higher than the Bias Ratios of indices ...
Bias Ratio (finance) - Contrast To Other Metrics - Bias Ratios Vs. Sharpe Ratios
... Since the Sharpe Ratio measures risk-adjusted returns, and valuation biases are expected to understate volatility, one might reasonably expect a ... For example, an unexpectedly high Sharpe Ratio may be a flag for skeptical practitioners to detect smoothing ... The data does not support a strong statistical relationship between a high Bias Ratio and a high Sharpe Ratio ...

Famous quotes containing the words ratios and/or bias:

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