<t>I am not able to match the numbers. My quant knowledge is pretty basic - can you please point out where I am going wrong in the calculations below:I understood omega ratio as expected value above threshold/expected value below threshold.So, taking the threshold as 0% (as is the case for the highl...

Thanks for your reply...unfortunately I still cannot figure out how the 6th & 7th columns arebeing calculated...please help on this

I mean the omega ratio - one of the many performance measures that people use to assess fund managers

<r>I was going through the article on “Skewness, Kurtosis, and Omega: Risk Mitigation Benefits of Ultra-Diversified Hedge Fund Portfolios” but was unable to understand how the omega calculations have been done in the examples (Website - <URL url="http://www.ecwmoneymanagers.com/whitepapers.html">htt...

<t>I was going through the article on “Skewness, Kurtosis, and Omega: Risk Mitigation Benefits of Ultra-Diversified Hedge Fund Portfolios” but was unable to understand how the omega calculations have been done in the examples. Specifically, in Figure 12 (Page 14) of the article, can someone please e...