I am not getting 0.6133% and -0.449% figures. Anyone knows how they are computed?
Annualized return for the hedge fund = 0.6133% × 12 = 7.360%. Annualized return for the index = –0.449% × 12 = –5.388%.
Same. Didn’t understand myself. Did you get the calculation of downside deviation??
Yes, I’ve got downside deviations correctly. Have a look at my calculation here.
Hope someone can show how 0.6133% and -0.449% are calculated.
Ohh thank you. I asked for this question as well but seems like nobody understood how they derived those annualized returns. 