Sentences with phrase «acceptable return mar»

That is, a plot of the probability of exceeding a Minimum Acceptable Return MAR remained linear when restricting the data to a single decade.

Not exact matches

Current Research E: Managing Downside Risk in Financial Markets Introducing the Minimum Acceptable Return (MAR) Monthly Returns Ten Valuation Levels Short Intervals Longer Sequences Not There Yet

However, the Sortino Ratio only includes downside risk which is measured as a deviation (downside deviation) from the norm or minimum acceptable return (MAR).

I determined the mean, mean plus and minus one standard deviation, probability of exceeding the Minimum Acceptable Return (MAR) for levels of 0 % and 2 % (approximately), below target deviation, upside potential and upside ratio for all individual segments.

I have also collected data with Minimum Acceptable Returns (MAR) of approximately 2 %.

I set the Minimum Acceptable Return (MAR) approximately equal to 0 %.