Kushal Kshirsagar - Quaffers.org
Kushal Kshirsagar - Quaffers.org
Kushal Kshirsagar - Quaffers.org
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ONE PERSPECTIVE…CONTD.Excess Information RatioCalmar Ratio66 Day Rolling Performance Statistics02/06/08 - 04/01/1064Excess2Laudus Rosenberg0Goldman:Strc US Eq-2Vanguard Gro & Inc-4Janus INTECH RMCoreT Rowe Price I US Str Rs-6M<strong>org</strong> Stan Div Gro-8Russell 1000 Index-10-12-1402/06/08 12/31/08 08/17/09 04/01/1087654321066 Day Rolling Calmar Ratio2008 - 2010-12008 2008 2008 2009 2010Created with mpi Stylus (Data: Lipper)Calmar RatioLaudus RosenbergGoldman:Strc US EqVanguard Gro & IncJanus INTECH RMCoreT Rowe Price I US Str RsM<strong>org</strong> Stan Div GroRussell 1000 IndexCreated with mpi Stylus (Data: Lipper)Excess(MAR) Loss RatioTotal Omega Ratio66 Day Rolling Downside Statistics15.8Laudus Rosenberg14.413.0Goldman:Strc US Eq11.6Vanguard Gro & Inc10.2Janus INTECH RMCore8.8T Rowe Price I US Str Rs7.4M<strong>org</strong> Stan Div Gro6.0Russell 1000 Index4.63.21.80.4-1.0-2.4-3.802/06/08 12/31/08 04/01/102.92.72.52.32.11.91.71.51.31.10.90.70.50.366 Day Rolling Downside Statistics0.002/06/08 12/31/08 08/17/09 04/01/10Created with mpi Stylus (Data: Lipper)Laudus RosenbergGoldman:Strc US EqVanguard Gro & IncJanus INTECH RMCoreT Rowe Price I US Str RsM<strong>org</strong> Stan Div GroRussell 1000 IndexCreated with mpi Stylus (Data: Lipper)5© 2010 Markov Processes International LLC.
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