Glossary
A comprehensive guide to the financial terms and metrics used throughout Gale Finance.
- Annualized Return
- Beta
- CAGR
- Calmar Ratio
- Correlation
- Diversification
- Downside Deviation
- Expected Shortfall (CVaR)
- Fat Tails
- Kurtosis
- Log Returns
- Maximum Drawdown
- Risk-Free Rate
- Rolling Returns
- Sharpe Ratio
- Skew
- Sortino Ratio
- Standard Deviation
- Sterling Ratio
- Tail Dependency
- Tail Risk
- Time Under Water
- Total Return
- Trading Days vs Calendar Days
- Treynor Ratio
- Ulcer Index
- Value at Risk (VaR)
- Volatility
- Volatility Drag
- Z-Score