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CD Group

Aikatalo
Mikonkatu 8
00100 Helsinki
Finland

Tel: +358 9 612 3322
Fax: +358 9 278 2335
sales@cdgroup.fi

VAR+ performance measurement module released

A performance measurement module for the VAR+ system has been released. The module allows analysis of risk / return efficiency and performance comparisons across positions / funds / divisions / responsibility areas. Performance measures used include standard and modified Sharpe ratios, with treatment of skewness and correlation.