Board logo

标题: Alternative Investments Quiz [打印本页]

作者: AnalystForum    时间: 2011-7-11 19:37     标题: Alternative Investments Quiz

The Calmar and Sterling ratios:

a) Are based on drawdowns based as indicators of risk.
b) Are applied to private equity returns.
c) Require an arbitrary adjustment.

NO EXCUSES
作者: dyga    时间: 2011-7-11 19:37

wow totally blank

A?
作者: Chuckrox    时间: 2011-7-11 19:37

Reading 36, page 88 v5
作者: mcmc    时间: 2011-7-11 19:37

A I believe...I think only the Sterling has the adjustment, so that knocks off C.
作者: Roflnadal    时间: 2011-7-11 19:37

These two are mentioned in ONE footnote in the entire curriculum. There's no way I'm learning this crap.
作者: ohai    时间: 2011-7-11 19:37

A.

Sharpe...CLOSE...gaming...It may show up as a distractor.
作者: Analyze_This    时间: 2011-7-11 19:37

Answer is A

NO EXCUSES
作者: cityboy    时间: 2011-7-11 19:37

Calmer and Sterling...really bpdulog.

This is from a footnote in the CFAI reading and not addressed by any LOS. I would say maybe <1% chance this shows up on the actual exam.

If you know the "meat and potatotes" material like the back of your hand, its good practice, but I need to focus on the major stuff which will get me passed IMHO.




欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2