Kushal Kshirsagar - Quaffers.org
Kushal Kshirsagar - Quaffers.org Kushal Kshirsagar - Quaffers.org
ANOTHER PERSPECTIVE…CONTD.1.21.11.066 Day Rolling BetaLaudus RosenbergGoldman:Strc US EqVanguard Gro & IncJanus INTECH RM CoreMorg Stan Div GroBeta0.90.80.70.602/29/08 06/30/08 12/31/08 06/30/09Created with mpi Stylus (Data: Lipper)12© 2010 Markov Processes International LLC.
ANOTHER PERSPECTIVE…CONTD.Excess Annualized StdDev, %11109876543210Tracking Error (66 day rolling window)02/29/08 06/30/08 12/31/08 06/30/09Laudus RosenbergGoldman:Strc US EqVanguard Gro & IncJanus INTECH RM CoreMorg Stan Div GroRussell 1000 IndexCreated with mpi Stylus (Data: Lipper)13© 2010 Markov Processes International LLC.
- Page 1 and 2: A MATTER OF PERSPECTIVE:A CASE STUD
- Page 4 and 5: ONE PERSPECTIVE…CONTD.Sharpe Rati
- Page 6: ANOTHER PERSPECTIVE…• Thoughtfu
- Page 9 and 10: ANOTHER PERSPECTIVE … CONTD.Weigh
- Page 11: OPEN QUESTIONS• Why did Tracking
ANOTHER PERSPECTIVE…CONTD.1.21.11.066 Day Rolling BetaLaudus RosenbergGoldman:Strc US EqVanguard Gro & IncJanus INTECH RM CoreM<strong>org</strong> Stan Div GroBeta0.90.80.70.602/29/08 06/30/08 12/31/08 06/30/09Created with mpi Stylus (Data: Lipper)12© 2010 Markov Processes International LLC.
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