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Standard deviation is not a useful measure of the risk-adjusted returns of alternative investment strategies because returns are not normally distributed. Which additional measures are

Standard deviation is not a useful measure of the risk-adjusted returns of alternative investment strategies because returns are not normally distributed. Which additional measures are needed to assess the performance of an alternative investment strategy relative to a normal distribution? Skew and kurtosis Drawdon and time to recovery Skew and drawdown Sharpe ratio and kurtosis

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