Investing Terms and Definitions

#

24M Return 24M Volatility

A

Alpha Contribution Alpha/Beta Analysis Annualized Return Annualized Volatility Anomaly Index

B

Benchmark Beta Contribution Beta Matrix Beta vs Benchmark Big Drop

C

Compounded Return Contribution by Position Correlation Matrix Correlation vs Benchmark

D

Drawdown (Peak-to-Trough)

I

Integrated Portfolio

M

Manual Portfolio

O

Overall Portfolio

Q

R

Rolling Beta Rolling Correlation Rolling Return Rolling Volatility

V

Volatility without Price Volume Jump