PERFORMANCE METRICS IN PERFORMANCE REPORTS
Posted: Apr 18 2012
A few days ago I ran a portfolio backtest on data starting January 2012. The report returned some astronomical Calmer numbers.
I fail to understand this as Calmer Ration requires at least 3 years of data, and a 3.0 Clamer is outstanding. None of the numbers I got were lower than 5.
The report is 31MB; therefore, not attached.
Khalid
I fail to understand this as Calmer Ration requires at least 3 years of data, and a 3.0 Clamer is outstanding. None of the numbers I got were lower than 5.
The report is 31MB; therefore, not attached.
Khalid