**Statistical Analysis**

**Risk and return analysis**: measures including Standard Deviation, Value at risk (VaR), Expected shorfall, Shortfall probability, Downside risk, Semi-deviance, Maximum draw-down/up.**Risk-adjusted performance measures:**(RAPMs), including Sharpe Ratio, Sortino Ratio, Treynor Ratio, Modigliani measure, Information ratio and Equivalent return.**Statistical distribution**: Mean, Variance, Skewness, Kurtosis, Excess kurtosis, Confidence Intervals, Correlation indices.**Fama decomposition**: Selectivity, Diversification, Net selectivity and Normal return.**Tracking error**: Mean tracking error, Tracking error volatility, Tracking error skewness and Tracking error kurtosis.**Capital asset pricing (CAPM)/Single index modelling**: estimation of Beta, Jensen Alpha and R2, including computations using a quadratic model; Variance decomposition in systematic and idiosyncratic risk.**Loss-Gain**: Loss and gain, Gain/loss, Gain/loss ratio, Treynor-Black ratio.**FIDA Amplification Factor**: proprietary analysis involving comparisons among benchmarks.

**Model Portfolios**

**MPT (FIDA Easy Sampling)**: Proprietary portfolio optimisation model.**MPT (Resampling)**:Modern Portfolio Theory (MPT) with resampling (Multivariate normal/Brownian motion analysis, Bootstratpping, GARCH/N-GARCH modelling).

**Portfolio Performance & Risk Analysis**

**Performance contribution/attribution**: Single-period models (Brinson, Hood, Beebower and Brinson, Fachler); Arithmetic multi-period models (Cariño, Menchero, GRAP, Frongello, Davis & Laker); Geometric multi-period models (Bacon, Menchero)**Risk attribution**: Portfolio risk decomposition using parametric methods; Value at risk (VaR); Expected shortfall by parametric methods of interpolation and resampling.**Scenario simulation**: Multivariate normal/Brownian motion analysis, Bootstraping, GARCH/N-GARCH modelling.

**Statistical Analysis**

**Risk and return analysis**: measures including Standard Deviation, Value at risk (VaR), Expected shorfall, Shortfall probability, Downside risk, Semi-deviance, Maximum draw-down/up.**Risk-adjusted performance measures:**(RAPMs), including Sharpe Ratio, Sortino Ratio, Treynor Ratio, Modigliani measure, Information ratio and Equivalent return.**Statistical distribution**: Mean, Variance, Skewness, Kurtosis, Excess kurtosis, Confidence Intervals, Correlation indices.**Fama decomposition**: Selectivity, Diversification, Net selectivity and Normal return.**Tracking error**: Mean tracking error, Tracking error volatility, Tracking error skewness and Tracking error kurtosis.**Capital asset pricing (CAPM)/Single index modelling**: estimation of Beta, Jensen Alpha and R2, including computations using a quadratic model; Variance decomposition in systematic and idiosyncratic risk.**Loss-Gain**: Loss and gain, Gain/loss, Gain/loss ratio, Treynor-Black ratio.**FIDA Amplification Factor**: proprietary analysis involving comparisons among benchmarks.

**Model Portfolios**

**MPT (FIDA Easy Sampling)**: Proprietary portfolio optimisation model.**MPT (Resampling)**:Modern Portfolio Theory (MPT) with resampling (Multivariate normal/Brownian motion analysis, Bootstratpping, GARCH/N-GARCH modelling).

**Portfolio Performance & Risk Analysis**

**Performance contribution/attribution**: Single-period models (Brinson, Hood, Beebower and Brinson, Fachler); Arithmetic multi-period models (Cariño, Menchero, GRAP, Frongello, Davis & Laker); Geometric multi-period models (Bacon, Menchero)**Risk attribution**: Portfolio risk decomposition using parametric methods; Value at risk (VaR); Expected shortfall by parametric methods of interpolation and resampling.**Scenario simulation**: Multivariate normal/Brownian motion analysis, Bootstraping, GARCH/N-GARCH modelling.

**Statistical Analysis**

**Risk and return analysis**: measures including Standard Deviation, Value at risk (VaR), Expected shorfall, Shortfall probability, Downside risk, Semi-deviance, Maximum draw-down/up.**Risk-adjusted performance measures:**(RAPMs), including Sharpe Ratio, Sortino Ratio, Treynor Ratio, Modigliani measure, Information ratio and Equivalent return.**Statistical distribution**: Mean, Variance, Skewness, Kurtosis, Excess kurtosis, Confidence Intervals, Correlation indices.**Fama decomposition**: Selectivity, Diversification, Net selectivity and Normal return.**Tracking error**: Mean tracking error, Tracking error volatility, Tracking error skewness and Tracking error kurtosis.**Capital asset pricing (CAPM)/Single index modelling**: estimation of Beta, Jensen Alpha and R2, including computations using a quadratic model; Variance decomposition in systematic and idiosyncratic risk.**Loss-Gain**: Loss and gain, Gain/loss, Gain/loss ratio, Treynor-Black ratio.**FIDA Amplification Factor**: proprietary analysis involving comparisons among benchmarks.

**Model Portfolios**

**MPT (FIDA Easy Sampling)**: Proprietary portfolio optimisation model.**MPT (Resampling)**:Modern Portfolio Theory (MPT) with resampling (Multivariate normal/Brownian motion analysis, Bootstratpping, GARCH/N-GARCH modelling).

**Portfolio Performance & Risk Analysis**

**Performance contribution/attribution**: Single-period models (Brinson, Hood, Beebower and Brinson, Fachler); Arithmetic multi-period models (Cariño, Menchero, GRAP, Frongello, Davis & Laker); Geometric multi-period models (Bacon, Menchero)**Risk attribution**: Portfolio risk decomposition using parametric methods; Value at risk (VaR); Expected shortfall by parametric methods of interpolation and resampling.**Scenario simulation**: Multivariate normal/Brownian motion analysis, Bootstraping, GARCH/N-GARCH modelling.