/STARR Performance

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STARR Performance

Similar to the Sharpe Ratio which is a standard deviation-based performance measure, but STARR (stable tail-adjusted return ratio) uses the ETL in the denominator as a risk measure. STARR can be seen as a more effective indicator of risk- adjusted performance because it penalizes only for downside risk, while the standard deviation does not distinguish between upside and downside risk.

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