-40.00%
-20.00%
0.00%
20.00%
40.00%
60.00%
80.00%
100.00%
value
Treynor Ratio
Information Ratio
Active Premium
Tracking Error
Correlation p-value
Correlation
Annualized Alpha
R-squared
Beta-
Beta+
Beta
Alpha
metric/strategy
RP.to.EW
C.EW.to.EW
C.RP.to.EW