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ProValue Average Daily Retum Annualized Daily Retum Dail Standard Deviation Annualized Standard Deviation Conelation (D) Covariance (D) Beta (D) CAPM (D) Shmpe Ratio (A)

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ProValue Average Daily Retum Annualized Daily Retum Dail Standard Deviation Annualized Standard Deviation Conelation (D) Covariance (D) Beta (D) CAPM (D) Shmpe Ratio (A) Tre or Ratio A Jensen's Alpha (A) Dail Trackin Error Annualized Trackin Error 400 Infonnation Ratio A NOTE: A = use annualized D = use

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