Epstein Files Search

EFTA01419666Set 10

52p9,321w

Superior stock selection drives excess return generation ("Alpha") Annualized Alpha Generation Since Inception Sortino Ratio* Since Inception Alpha vs. MSCI AC World AGS 11.71% 1.27 MSCI AC World 0.34 Alpha ... developed and emerging markets worldwide. Past performance is not indicative of future returns. * The Sortino Ratio is calculated using a minimum acceptable rate of return of 0%. ALKEON CAPITAL MANAGEMENT ... between each losing return and the losing return average). Alkeon uses 3.47% for MAR. • Sortino Ratio — The Sortino Ratio is similar to the Sharpe Ratio, except that instead of using

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01419666.pdf

EFTA01386170Set 10

1p846w

between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using ... standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile ... site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on the portfolio

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386170.pdf

EFTA01374082Set 10

1p846w

between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using ... standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile ... site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on the portfolio

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374082.pdf

EFTA01386284Set 10

1p846w

between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using ... standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile ... site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on the portfolio

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386284.pdf

EFTA01374201Set 10

1p846w

between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using ... standard deviation as the denominator, it uses Downside Deviation. The Sortino Ratio was developed to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile ... site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the numerator the difference between the return on the portfolio

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374201.pdf

EFTA01421840Set 10

2011-04-0115p2,996w

Fixed Income Style BoxIm 125.0 BofAML Prfds Fixed Rate Sharpe Ratio 1.40 1.38 1.13 Sortino Ratio 2.76 2.66 2.09 EFTA01421845 Information Ratio (arith) 0.78 -0.76 Best Quarter ... most appropriately applied when analyzing a fund that is an investor's sole holding. Sortino Ratio - Sortino Ratio is similar to Sharpe Ratio except it uses downside risk (Downside Deviation ... Frank Sortino. Since upside variability is not necessarily a bad thing, Sortino ratio is sometimes more preferable than Sharpe ratio. Information Ratio - Information ratio is a risk-adjusted performance measure

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421840.pdf

EFTA01375550Set 10

1p800w

most appropriately applied when analyzing a fund that is an investor's sole holding. Sortino Ratio - Sortino Ratio is similar to Sharpe Ratio except it uses downside risk (Downside Deviation ... Frank Sortino. Since upside variability is not necessarily a bad thing, Sortino ratio is sometimes more preferable than Sharpe ratio. Information Ratio - Information ratio is a risk-adjusted performance measure

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01375550.pdf

EFTA01104892Set 9

30p6,348w

Return 27.46% 4.71% Calmar Ratio 5.35 0.19 Volatility 9.63% 6.92% Sortino Ratio 4.87 0.68 Maximum Drawdown -5.13% -24.75% VaR (1%) -4.40% -4.25% % Positive Months 87.84% 70.27% Kurtosis 11.70 4.38 Average ... fund, which equals Compound Annualized Return divided by Absolute value of the maximum drawdown. Sortino Ratio Sortino Ratio is calculated by subtracting the risk free rate from the return

https://www.justice.gov/epstein/files/DataSet%209/EFTA01104892.pdf

EFTA00652340Set 9

2014-01-145p2,403w

investors know, the higher the figure for Sharpe Ratio and Sortino Ratio, the better. June, 2010- December, 2013: EVCP HFRI Cumulative Return +26.97% +13.92% Average Annual Return +6.89% +3.70% Sharpe ... Ratio (0.18% risk free) 2.57 0.85 Sortino Ratio 4.96 1.20 Annualized Volatility 2.55% 4.15% Largest Drawdown -3.13% -7.67% % of profitable months 81.40% 65.12% As you can see from the statistics ... volatility of our returns and a Sharpe Ratio 3x higher than the index. Our Sortino ratio was also multiples of the HFRI Fund of Funds Composite Index for the period

https://www.justice.gov/epstein/files/DataSet%209/EFTA00652340.pdf

EFTA01389051Set 10

1p789w

Therefore. the Sharpe Ratio is a measure of return per unit of total risk. Sortino Ratio - Similar to the Sharpe Ratio, the Sortino Ratio is a risk-adjusted return measure

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01389051.pdf

EFTA00590038Set 9

2015-12-314p1,749w

Deviation 2.25% 11.88% Primary Prime UBS. BNP Panbas Brokers Sharpe Ratio 3.31 0.29 CONTACT. Sortino Ratio 13.84 0.50 Calmar Ratio 9.27 0.32 Frederick Richardson Largest Consecutive Gain 12.7% 9.15% Largest

https://www.justice.gov/epstein/files/DataSet%209/EFTA00590038.pdf

EFTA01088820Set 9

2015-12-314p1,750w

Standard Deviation 2.25% 11.88% Primary Prime UBS, BNP Paribas Brokers Sharpe Ratio 3.31 0.29 Sortino Ratio 13.84 0.50 CONTACT Calmar Ratio 9.27 0.32 Frederick Richardson Largest Consecutive Gain

https://www.justice.gov/epstein/files/DataSet%209/EFTA01088820.pdf

EFTA01386162Set 10

1p186w

Superior stock selection drives excess return generation ("Alpha") Annualized Alpha Generation Since Inception Sortino Ratio• Since Inception Alpha vs. MSCI AC AGS I .27 World MSCI AC Wald 0.34 Alpha ... developed and emerging markets worldwide. Post performance is not incicative of luture returns. • The Sortino Ratio is calculated using a minimum acceptable rote of return of 0%. Private & Page

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386162.pdf

EFTA01374072Set 10

1p186w

Superior stock selection drives excess return generation ("Alpha") Annualized Alpha Generation Since Inception Sortino Ratio• Since Inception Alpha vs. MSCI AC AGS I .27 World MSCI AC Wald 0.34 Alpha ... developed and emerging markets worldwide. Post performance is not incicative of luture returns. • The Sortino Ratio is calculated using a minimum acceptable rote of return of 0%. Private & Page

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374072.pdf

EFTA01139976Set 9

2013-07-0117p9,769w

will recommend position sizing based on a chosen metric (e.g., Sharpe ratio or Sortino ratio). This is part of the "objective, quantitative" part of the evaluation. It is then that

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139976.pdf

EFTA00597360Set 9

2013-07-0117p9,766w

will recommend position sizing based on a chosen metric (e.g., Sharpe ratio or Sortino ratio). This is part of the "objective, quantitative" part of the evaluation. It is then that

https://www.justice.gov/epstein/files/DataSet%209/EFTA00597360.pdf

EFTA01088880Set 9

2013-07-0117p9,766w

will recommend position sizing based on a chosen metric (e.g., Sharpe ratio or Sortino ratio). This is part of the "objective, quantitative" part of the evaluation. It is then that

https://www.justice.gov/epstein/files/DataSet%209/EFTA01088880.pdf

EFTA02707861Set 11

44p6,869w

Cumulative Remit 495.06% 51.-4'. Compounded AmaralRens 22.61% ;05'. 4.tri. Sharpe Ratio* 1.85 .' 0.25 Sortino Ratio• 6.74 022 014 Standard Deviation (Annual) 10.22°• 15.22•. Gan Deviation

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02707861.pdf

EFTA01115114Set 9

2012-05-151p442w

Drawdown Month End -33.24% % Positive Months 72% Sharpe Ratio 2.04 Average Month 6.85% Sortino Ratio 5.92 Average Positive Month 11.67% Average Negative Month -5.62% Logarithmle-scaled Equity Curve

https://www.justice.gov/epstein/files/DataSet%209/EFTA01115114.pdf

EFTA00611802Set 9

2012-05-151p465w

Drawdown Month End -10.65% % Positive Months 72% Sharpe Ratio 2.05 Average Month 2.08% Sortino Ratio 5.94 Average Positive Month 332% Average Negative Month -1.72% VAIN Sitnullated Live 1g000.00

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611802.pdf