FAQ — Risk and Performance Measures

Are the risk and performance measures calculated based on daily changes in historical prices?

It depends on the parameter defining the time interval of the changes, which can be set as a day, number of days, a week, a month, a quarter and a year.

If the historical changes are not daily, are they overlapped or not?

There is a parameter defining whether the changes are overlapped or not.

Can we exclude a specific period from the calculation?

Absolutely, you can define the start and the end of the period which will be excluded from the calculation.

Do the functions in this module cover relative risk and performance measures?

Yes, in most risk and performance measures, in addition to calculations based of the changes of single asset, there are calculations based on the difference between changes in prices of two assets.