Sterling Ratio

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Sterling Ratio

A ratio of the potential return on a hedge fund to a measure of risk. A higher ratio is considered more desirable because it indicates that the hedge fund has a greater return compared to its riskiness. It is calculated thusly:

Sterling ratio = Compounded annual return / (maximum possible loss - 10%)

See also: Calmar ratio, Sharpe ratio, Sortino ratio.

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No references found			In addition, Fundamentals includes on-demand access to sophisticated metrics that more accurately portray hedge fund performance, such as skew-ness, kurtosis, maximum drawdown, upside variance, Sterling ratio and Calmar ratio. Northern Trust Enhances Performance and Analysis Tools for Clients ... by PR Newswire This section compares the strengths and weaknesses of using average monthly return, standard deviation, Sharpe ratio, Sterling ratio, MAR ratio, compounded annual return and unit value, and percentage/number of months profitable. The Handbook of Investment Technology: A State-of-the-Art Guide to ... by Rock, D. Kent / Government Finance Review			STEER Analysis steering Stem the Tide Step Aside step loan Step Up Step-Down Note step-in-the-dark rule Step-Out Trading Step-Up Step-up bond Step-Up Coupon Security Step-Up In Basis step-up lease Step-Up Swap Stephen Ross Stephen Wozniak Stepped Coupon Bond stepped-up basis Stepping in Front Sterile Investment Sterilization Sterilized intervention Sterling Sterling Note Sterling Ratio Sterven zonder kinderen Stet Steuer Steuerberater Steuerbescheid Steuerbetrug Steuerprufer Steuerprufung Steve Jobs Stick Sticks Sticky Deal stigma Stille vennoot Stilzwijgende overeenkomst Stipendio stipulations STIR Futures & Options stirpes STIX Stochastic Modeling Stochastic Models Stochastic Oscillator Stochastics index Stock			Sterling County, TX Sterling cycle Sterling cycle Sterling cycle engine Sterling cycle engine Sterling Divinity Quadrangle Sterling engine Sterling engine Sterling engines Sterling engines Sterling Enterprises Group, Inc. Sterling European Airlines Sterling Forest State Park Sterling Heights Sterling Heights Sterling Heights Sterling Heights Assembly Plant Sterling Heights High School Sterling Heights Public Library Sterling High School Sterling Hill Mining Museum Sterling Information Broker Sterling James Keenan Sterling Library Yale University Sterling Note Sterling Notes Sterling Order of Knights Sterling Overnight Interbank Average Rate Sterling Park Amateur Radio Club Sterling Quality Achievement Sterling Ratio Sterling Ratios Sterling Regional MedCenter Sterling Renaissance Festival sterling silver sterling silver sterling silver Sterling Silver Krana-Kal Sterling Silversmiths Guild of America Sterling Software Sterling Software, Inc. Sterling State Park Sterling Transferable Accruing Government Securities Sterling Vineyards Reserve Sterling Volunteer Fire Department Sterling Wentworth Sterling Youth Athletic Association Sterling zone Sterling, Bruce Sterling, Salmon, Becker and Savarese Sterling/Rock Falls, Illinois Sterlington High School Sterlitamak Sterlitamak Sterlite Industries India Ltd. Sterlite Optical Technologies Ltd. Sterlite Telelink Ltd stern stern stern stern

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