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The current account records all transactions below EXCEPT for
Extreme Negative Returns
Significantly below-average returns, often considered outliers, that can severely impact an investment's overall performance.
Expected Shortfall
A risk measure that estimates the expected loss of a portfolio in the worst-case scenario of a given percentage of times.
Lower Partial Standard Deviation
A measure of the downward variation or downside risk of an asset's returns, focusing only on returns that fall below a minimum threshold or target.
Sharpe Measure
A metric used to assess the performance of an investment by adjusting for its risk.
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