Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Tear Sheet Benchmarks and Formulas

Hello,

I am struggling to find any information about the tear sheet and how the tear sheet is produced. For standard ratios and graphs, it is obviously self-explanatory but for example, Stability and Daily VaR do not have comparisons and it is not clear what benchmarks it is using to calculate.

Thanks very much

1 response

Hey Sam,

Thats a very good question, about time someone asked this. I have been struggling with the above ratios for a while, if someone can clarify what the parameters are for those ratios that would be greatly appreciated.

Thanks