Alpha

Average, Arithmetic or Geometric

Beta

Correlation

Kurtosis

Maximum

Median

Minimum

Raw Value

Residual Standard Deviation

R-Squared

Skewness

Standard Deviation

Alpha/Jensen�s Alpha

Average Gain, Arithmetic or Geometric

Average Loss, Arithmetic or Geometric

Batting Average

Beta on Excess Return

Calmar Ratio

Correlation on Excess Return

Downside Capture Ratio, Arithmetic or Geometric

Downside Capture Return, Arithmetic or Geometric

Downside Deviation

Excess Return, Arithmetic or Geometric

Information Ratio, Arithmetic or Geometric

Loss Standard Deviation

Maximum Drawdown

Relative Risk

Residual Standard Deviation/ Residual Risk on Excess Return

R-Squared on Excess Return

Semi-Standard Deviation

Sharpe Ratio, Arithmetic or Geometric

Sortino Ratio, Arithmetic or Geometric

Total Return

Tracking Error

Treynor Ratio, Arithmetic or Geometric

Upside Capture Ratio, Arithmetic or Geometric

Upside Capture Return, Arithmetic or Geometric

Upside Deviation