價格：免費
更新日期：2018-09-17
檔案大小：7.3 MB
目前版本：1.4
版本需求：需要 iOS 12.0 或以上版本。與 iPhone、iPad 及 iPod touch 相容。
支援語言：英語
This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions.
It calculates the probability of a single manage outperforming the benchmark over various time periods (from 1 month to 20 years), given a user selected manager skill level (given by the Information Ratio).
It also calculates the joint probability of none, or at least one manager, underperforming the benchmark. The user can select the skill level (equal for all the managers), the time period, and the number of managers.
It also calculates the probability of a single manager outperforming the benchmark by a certain alpha target (user selected) given a user selected tracking error, under the assumption that the manager has no skill i.e. an Information Ratio of 0.
It now includes probability density and mass functions, to help visualise the distributions of the outcomes i.e. the probabilities.
支援平台：iPhone, iPad