Sharpe_Ratios
- Tanmai Sharma (Unlicensed)
Owned by Tanmai Sharma (Unlicensed)
Jul 04, 2019
1 min read
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| Name | Data Type | Description |
|---|---|---|
| id | integer | |
| calculation_start_date | date | |
| calculation_end_date | date | |
| parent_username | text | |
| strategy_name | text | subset of strategy |
| strategy_type | text | strategy classification |
| sharpe_ratio | numeric | |
| expected_annual_return | numeric | |
| sortino_ratio | numeric | |
| annualized_volatility | numeric | |
| daily_var | numeric | value at risk |
| actual_return | numeric |