Below is a PDF that contains definitions and calculations of statistics used in StyleADVISOR and AllocationADVISOR. Also, the document describes how and when to employ certain statistics in your analyses. Below is a list of those statistics included in the document in the order in which they appear. All of these statistics and a few more are explained in depth in the User Manual.

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Standard Deviation

Sharpe Ratio

Tracking Error

Information Ratio

Beta

Up Capture/Down Capture

Alpha

Maximum Drawdown

Pain Index

Pain Ratio

Omega