This article provides an Excel spreadsheet to calculate downside deviation (including VBA and a matrix formula). It also discusses why downside deviation is a better risk measure than the standard deviation.
If you’re a regular traveller, you’ll know that changing money from one currency to another can be a constantly changing battleground. Foreign exchange rates (or Forex), change all the time, and what can seem like a good rate can disappear within days.
A few months ago I started looking at the BMO Resource Fund. In the past I’ve based far too much of my decision on historical returns. Historical returns are easy to understand, and I usually opt for the path of least work when investing. That’s simply human nature.
Insuring your long-term financial stability shouldn’t be a chore, but it often is. The financial services industry are far too keen on acronyms, jargon and in-speak. In this section, I’m going to define several terms that everyone should know.
Hedge funds traditionally use benchmarks like the Sharpe Ratio and Sortino Ratio to gauge the risk-efficiency of portfolios. The Sharpe …
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