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Statistics Notation
Alpha
Average Gain
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Beta
Bear Beta
Bull Beta
Calmar Ratio
Correlation
Down Number Ratio
Down Percentage Ratio
Downside Capture Ratio
Downside Capture Return
Downside Deviation
Excess Return
First Date
First Value
Gain Standard Deviation
Information Ratio
Kappa
Last Date
Last Value
Longest Down Streak Percentage
Longest Down Streak Months
Longest Up Streak Percentage
Longest Up Streak Months
Loss Standard Deviation
Maximum Drawdown
Number of Observations
Omega
Percentage of Months Down
Percentage of Months Up
R-Squared
Relative Risk
Semi-Standard Deviation
Sharpe Ratio
Sortino Ratio
Standard Deviation
Total Return
Tracking Error
Treynor Ratio
Up Percentage Ratio
Up Number Ratio
Upside Deviation
Upside Capture Ratio
Upside Capture Return
Indexes
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