I am being asked this every time I talk to a "professional" in the industry.

We can calculate it ourselves but if it is part of the 'standard' set of metrics that are expected in the industry, it would be great to add it to the lot already available here (alpha, Beta, Sharpe, etc).
This way we can also be confident it is calculated correctly (read 'as per the industry standard')

Many thanks,

Jerome
Results: Total score: 23, # of Votes: 8, Average: 2.9
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Requested by: jmh
On date: 07/26/17
Category: Portfolio

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