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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)
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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