Xxxxxx Ratio definition

Xxxxxx Ratio compares the annualized rate of return minus the annualized risk-free rate of return to the annualized variability — often referred to as the “standard deviation” — of the monthly rates of return. A Xxxxxx Ratio of 1:1 or higher indicates that, according to the measures used in calculating the ratio, the rate of return achieved by a particular strategy has equaled or exceeded the risks assumed by such strategy. The risk-free rate of return that was used in these calculations was assumed to be 4.33%.
Sample 1
Xxxxxx Ratio compares the annualized rate of return minus the annualized risk-free rate of return to the annualized variability — often referred to as the “standard deviation” — of the monthly rates of return. A Xxxxxx Ratio of 1:1 or higher indicates that, according to the measures used in calculating the ratio, the rate of return achieved by a particular strategy has equaled or exceeded the risks assumed by such strategy.
Sample 1Sample 2Sample 3
Xxxxxx Ratio has the meaning given to it in Section 12.1(h).
Sample 1

Examples of Xxxxxx Ratio in a sentence

  • DE000A0METR9 (PI) DE000A0METS7 (TRI) DE000A0MEUF2 (PI/GBP) DE000A0MEUG0 (TRI/GBP) DE000A0MET37 (PI/USD) DE000A0MET45 (TRI/USD) DE000A0QY6G1 (PI/JPY) DE000A0QY6H9 (TRI/JPY) DXMVJP DXMVJ DXMVJGBP DXMVJGB DXMVJUSP DXMVJUS DXMVJJYP DXMVJJY .DAXMVJP .DAXMVJ .DAXMVJGBP .DAXMVJGB .DAXMVJUSP .DAXMVJUS .DAXMVJJYP .DAXMVJJY DAXplus Maximum Xxxxxx Ratio Japan Up to 30 15 Sec.

  • DE000A0METV1 (PI) DE000A0METW9 (TRI) DE000A0MEUK2 (PI/GBP) DE000A0MEUL0 (TRI/GBP) DE000A0MET78 (PI/USD) DE000A0MET86 (TRI/USD) DXMVUP DXMVU DXMVUGBP DXMVUGB DXMVUUSP DXMVUUS .DAXMVUP .DAXMVU .DAXMVUGBP .DAXMVUGB .DAXMVUUSP .DAXMVUUS DAXplus Maximum Xxxxxx Ratio US Up to 50 15 Sec.

  • DE000A0METP3 (PI) DE000A0METQ1 (TRI) DE000A0MEUD7 (PI/GBP) DE000A0MEUE5 (TRI/GBP) DE000A0MET11 (PI/USD) DE000A0MET29 (TRI/USD) DXMVFP DXMVF DXMVFGBP DXMVFGB DXMVFUSP DXMVFUS .DAXMVFP .DAXMVF .DAXMVFGBP .DAXMVFGB .DAXMVFUSP .DAXMVFUS DAXplus Maximum Xxxxxx Ratio France Up to 30 15 Sec.

  • Xxxxxx Ratio • The Xxxxxx ratio of an asset is defined as the ratio of its risk premium to its volatility.

  • Then, the Xxxxxx Ratio (SR) is used to provide some constraints onto piston and tip tilt error in order to the Xxxxx systems to represent still and imaging system.

  • DE000A0METN8 (TRI) DE000A0METM0 (PI) DE000A0MEUC9 (TRI/GBP) DE000A0MEUB1 (PI/GBP) DE000A0MET03 (TRI/USD) DE000A0METZ2 (PI/USD) DXMVG DXMVGP DXMVGGB DXMVGGBP DXMVGUS DXMVGUSP .DAXMVG .DAXMVGP .DAXMVGGB .DAXMVGGBP .DAXMVGUS .DAXMVGUSP -64- Deutsche Börse Index Overview Version: October 2009 Index Constituents Calculation Frequency ISIN Bloomberg Ticker Reuters RIC DAXplus Maximum Xxxxxx Ratio Germany Up to 30 15 Sec.

  • Investment Manager shall include in its quarterly performance report, risk-adjusted return data for each portfolio holding including the holding’s Alpha, Beta, Standard Deviation and Xxxxxx Ratio.

  • Strengthening the international order In a world of global threats, global markets and global media, our security and prosperity depend on an effective multilateral system.


More Definitions of Xxxxxx Ratio

Xxxxxx Ratio means, at all times, the ratio that such Partner's interest in the Partnership bears to the interests in the Partnership of all Partners, and is set forth for such Partner on Exhibit A to this Agreement.
Sample 1

Related to Xxxxxx Ratio

  • Quick Ratio means the ratio of:

  • Equity Ratio means the ratio of Equity to Total Assets.

  • Adjusted Quick Ratio is the ratio of (a) Quick Assets to (b) Current Liabilities minus the current portion of Deferred Revenue.

  • CET1 Ratio means, as of any Balance Sheet Date, the CET1 Capital as of such Balance Sheet Date, divided by the BIS Risk Weighted Assets as of such Balance Sheet Date, expressed as a percentage, such ratio (or the components thereof) as determined by the Group Holding Company, and (i) as disclosed in the Quarterly Financial Accounts published on the relevant Ordinary Publication Date or (ii) constituting (or as disclosed in) the Reviewed Interim Measurement published upon the instruction of the FINMA on the relevant Extraordinary Publication Date, as applicable.

  • Total Net Leverage Ratio means, as of any date of determination, the ratio, on a Pro Forma Basis, of (a) Consolidated Total Indebtedness as of such date to (b) Consolidated EBITDA for the most recently completed Test Period.

  • Index Ratio means the Final Index Price divided by the Initial Index Price.

  • Net Leverage Ratio means, at any time, the ratio of (a)(i) Consolidated Total Indebtedness at such time minus (ii) the Qualified Cash Amount to (b) Consolidated EBITDA for the most recently completed period of four fiscal quarters.

  • Maximum Leverage Ratio shall have the meaning assigned thereto in the Pricing Side Letter.

  • Consolidated Total Net Leverage Ratio means, with respect to any Test Period, the ratio of (a) Consolidated Total Net Debt as of the last day of such Test Period to (b) Consolidated EBITDA for such Test Period.

  • Consolidated Net Leverage Ratio means, on any Transaction Date, the ratio of (a) Consolidated Funded Indebtedness as of such date minus cash and Temporary Cash Investments of the Issuers and the Restricted Subsidiaries to (b) Consolidated EBITDA for the then applicable Four Quarter Period. The Consolidated Net Leverage Ratio shall be calculated consistent with the pro forma adjustments contemplated by the numbered paragraphs included in the definition of Interest Coverage Ratio.

  • Combined Ratio means the sum of the loss ratio and the expense ratio. The combined ratio measures the proportion of the Company’s total cost to its premium earned and is used to assess the profitability of the Company’s insurance underwriting activities.

  • Adjusted Leverage Ratio means, on any date, the ratio of (a) Total Debt as of such date to (b) Adjusted Consolidated EBITDA for the period of four consecutive fiscal quarters of the Borrower most recently ended as of such date, all determined on a consolidated basis in accordance with GAAP.

  • Cash Flow Ratio means, as at any date, the ratio of (a) the sum of the aggregate outstanding principal amount of all Indebtedness of the Company and the Restricted Subsidiaries determined on a consolidated basis, but excluding all Interest Swap Obligations entered into by the Company or any Restricted Subsidiary and one of the Banks outstanding on such date, plus (but without duplication of Indebtedness supported by letters of credit) the aggregate undrawn face amount of all letters of credit outstanding on such date to (b) Annualized Operating Cash Flow determined as at the last day of the most recent month for which financial information is available.

  • Expense Ratio is defined as a Fund's annual investment management fees and expenses (excluding taxes, interest, all brokerage commissions, other normal charges incident to the purchase and sale of portfolio securities, and extraordinary expenses) as a percentage of such Fund's daily net asset value.

  • Consolidated Capitalization Ratio on the last day of any fiscal quarter, the ratio of (a) Consolidated Total Indebtedness to (b) Consolidated Capital.

  • Total Leverage Ratio means, with respect to any Test Period, the ratio of (a) Consolidated Total Debt as of the last day of such Test Period to (b) Consolidated EBITDA for such Test Period.

  • Adjusted Dilution Ratio means, at any time, the rolling average of the Dilution Ratio for the 12 Calculation Periods then most recently ended.

  • Net Total Leverage Ratio means, on any date, the ratio of (A) (i) without duplication, the aggregate principal amount of any Consolidated Debt of the Borrower and its Subsidiaries outstanding as of the last day of the Test Period most recently ended as of such date less (ii) without duplication, the Unrestricted Cash and unrestricted Permitted Investments of the Borrower and its Subsidiaries as of the last day of such Test Period, to (B) Adjusted EBITDA for such Test Period, all determined on a consolidated basis in accordance with GAAP; provided, that the Net Total Leverage Ratio shall be determined for the relevant Test Period on a Pro Forma Basis.

  • Capitalization Ratio means, at any date of determination, the ratio of (a) Funded Debt to (b) Capitalization.

  • Liquidity Ratio means the ratio of (a) the aggregate amount of unrestricted and unencumbered cash and Cash Equivalents of Borrower maintained with Bank to (b) aggregate outstanding Obligations of Borrower to Bank.

  • Current Ratio means the ratio of Current Assets to Current Liabilities.

  • Consolidated Total Leverage Ratio means, as of any date of determination, the ratio of (a) Consolidated Total Indebtedness on such date to (b) Consolidated EBITDA for the period of four (4) consecutive fiscal quarters ending on or immediately prior to such date.

  • Consolidated First Lien Net Leverage Ratio means, with respect to any Test Period, the ratio of (a) Consolidated First Lien Net Debt as of the last day of such Test Period to (b) Consolidated EBITDA for such Test Period.

  • Debt Ratio means, as of the last day of any fiscal quarter commencing with the fiscal quarter ending September 30, 2000, the ratio of (a) Total Debt to (b) EBITDA for the four consecutive fiscal quarters then ended on such date.

  • Load Ratio Share means the ratio of a Transmission Customer’s Network Load to the Transmission Provider’s total load.