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Chapter 10
Measuring Risk and Performance
Financial Indicators
Key Financial Indicators to Monitor
Variance, Covariance, Correlation
Variance
Covariance
Correlation
Volatility
Emergence of Volatility
Measuring Volatility
Realized or Historical Volatility
Unrealized or Implied Volatility
“Beta” measure
Volatility Drag
Sharpe ratio
Sortino ratio
Omega Ratio
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