{{ temp }}
\r\n \r\n0\r\n \"\r\n class=\"position-absolute small text-danger small-text-error\"\r\n >\r\n {{ customIndexError[dropDownData.Key].message }}\r\n
\r\n0\r\n \"\r\n class=\"position-absolute small text-danger small-text-error\"\r\n >\r\n {{ customIndexError.RiskAdjustedReturn.message }}\r\n
\r\n\r\n Custom index with a history of 5 years is calculated using a\r\n backtesting approach and is displayed in above table.\r\n
\r\n{{ notification.message }}
\r\n\r\n {{ column_title }}\r\n
\r\n\r\n Please click on apply to recalculate index as per revised filters\r\n
\r\n{{ column.field }}
\r\n\r\n Jensen's alpha (%): 3 year average benchmark return\r\n is considered to calculate excess returns\r\n
\r\n\r\n Standard deviation (%): Value represents yearly\r\n Standard deviation using 3 years of daily data.\r\n
\r\n\r\n Beta: Historical 3 years daily data used to\r\n calculate Beta\r\n
\r\n\r\n R-squared: Historical 3 years daily data used to\r\n calculate R-squared\r\n
\r\n\r\n Treynor ratio: 3 year average return is used to\r\n calculate ratio\r\n
\r\n\r\n Sharpe ratio: 3 year average return is used to\r\n calculate ratio\r\n
\r\n\r\n Information ratio: 3 year average return is used to\r\n calculate ratio\r\n
\r\n\r\n Sortino ratio: Average of yearly returns of last 5\r\n years.\r\n
\r\n Absolute return\r\n
\r\n\r\n Relative return\r\n
\r\n\r\n *Returns as compared to selected benchmark index\r\n
\r\n