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AlternativeSoft - Quant Insight: Rachev Ratio, How Is It Calculated, and Does It Help to Prevent Drawdowns?
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(Graphic: Business Wire)
Rachev ratio is a useful statistic that divides the average of right tail (extreme positive) returns by the average of left tail (extreme negative) returns at given percentiles equidistant from the mean. It goes without saying that the lower this ratio is, the higher is the probability of extreme gains relative to extreme losses. (assuming a negative left tail CVaR).
In this article we will evaluate whether Rachev Ratio can be a metric used to avoid significant drawdowns. To do so, we will select the 10 top AUM Long Short Equity Hedge funds that have a long track record (>15 years). All the funds are available for sale in the US and are traded in USD. ....

Kostenloser Wertpapierhandel , Mitesh Gohil , Rachev Ratio , Business Wire , Short Equity Hedge , Historical Rachev Ratio , Max Drawdowns , Rachev Ratios , Asset Analysis , Asset Selection , Portfolio Management , Peer Groups , மீத்தேஷ் கோஹில் , வணிக கம்பி , குறுகிய பங்கு ஹெட்ஜ் , சொத்து பகுப்பாய்வு , சொத்து தேர்வு , போர்ட்‌ஃபோலீயோ மேலாண்மை , பியர் குழுக்கள் ,