Metrics Details and Common Terms

• MSCI Benchmarks
• Calculation Periods
• Risk-Free Rate
• Holdings Information
• Historical Performance
• Income Stream

• Standard Deviation
• Beta
• Upside/Downside Capture
• Sharpe Ratio
• Maximum Drawdown
• Portfolio Correlation

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• Tracking Error
• Information Ratio
• Alpha
• Sortino Ratio

• Common Terminology Used Across our Platform