Zephyr Support - Statistics & Definitions

StyleADVISOR Statistics & Calculations

Online Support Session

Frequently Asked Questions

Documentation

StyleADVISOR Statistics

AllocationADVISOR Statistics

Tips & Hints

Database Descriptions

Quick Tip Videos

Dynamic Text

Below are links to the definitions of statistics and calculations that are used in StyleADVISOR. All of these statistics and a few more are explained in depth in the User Manual.

·	Adjusted R-Squared	·	Minimize AIC
·	Alpha	·	Minimize C_p
·	Annualize Results: Less than one Year	·	Minimize SC
·	Annualized Excess Return	·	Model Selection
·	Annualized Return	·	Monte Carlo Simulation
·	Annualized Standard Deviation	·	Number of Up and Down Periods
·	Average Up and Down Returns	·	Pain Index
·	Batting Average	·	Pain Ratio
·	Benchmark Turnover	·	Percentile Series
·	Best and Worst Statistics	·	Rank Series
·	Beta	·	Relative Cumulative Excess Return
·	Correlation Squared	·	R-Squared
·	Cumulative Excess Return	·	Sharpe Ratio
·	Cumulative Return	·	Significance Level
·	Downside Deviation	·	Single Window vs. Rolling Window Style Analysis
·	Downside Standard Deviation	·	Skewness
·	Drawdown	·	Sortino Ratio
·	Dynamic Exponential Weighting	·	Standard Deviation
·	Exponential Weighting	·	Standard Deviation of Excess Return
·	Information Ratio	·	Style Analysis
·	In-Sample vs. Out-Of-Sample	·	Style Drift
·	Kurtosis	·	Treynor Ratio
·	Manager Style Graph Style Points	·	T-Statistic
·	Market Benchmark: Adjust For Beta	·	Up and Down Capture
·	Market Beta: No Limit	·	Variance
·	Market Line	·	Variance Explained
·	Maximize Adjusted R2	·	Volatility of Rank
·	Maximum Drawdown	·	Zephyr Defined Universes
·	Mean