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A one-way ANOVA test:
Value At Risk
A financial metric used to estimate the potential loss in value of a portfolio over a defined period for a given confidence interval.
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.
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