Excel add-in with standard and proprietary measures of systematic risk. Includes Beta, Pearson, Spearman, Kendall correlation, M2, Information ratio, Partial Natural Correlation and Beta, Vice and Virtue.
Excel add-in modules for risk and performance analysis with standard and proprietary analytics. Daz brings the analytics of the leading applications to your desktop. Designed and developed by a risk management innovator and practitioner. Visit www.DazRisk.com
Excel add-in with a complete suite of risk and performance ratios for returns, including intermediary results. Includes Sharpe, Calmar, Sortino and STARR ratios, Omega, Kappa and Bias ratio, parametric, non-parametric, conditional and Cornish-Fischer VaR.
Excel add-in of descriptive statistics and analysis of distributions for investment returns. Includes Jarque-Bera, Ljung-Box, Kolmogorov-Smirnov and other measures. Includes tools to partition return series into up/down markets, market drawdowns and run-ups and conditional filters.