Market Benchmark: Adjust for Beta

Market Benchmark: Adjust for Beta

The Advanced Parameters tab in the Edit Analysis Parameters dialog allows the user to set a number of parameters that modify the way the calculations are made.

Some people feel that calculating any statistic of a manager vs. a Market Benchmark is inherently unfair because in all likelihood, the risk characteristics of the manager and the benchmark are different. Adjusting the Market Benchmark for beta is one possible way to eliminate this unfairness.

 
 

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