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Question 1

Nominal Risk Free Rate =?

Answer 1

(1 + nominal risk-free rate) = (1 + real risk-free rate)(1 + expected inflation rate)

Question 2

Annualised Return =?

Answer 2

Annualised Return = (1+HPR)^365/days -1

Question 3

Geometric Mean Return =

Answer 3

[(1+R1)x(1+R2)… x (1+Rn)]^1/n -1

Question 4

Difference between a winsorised and trimmed mean?

Answer 4

Trimmed mean cuts off the outliers, winsorised replaces the outlier values for the percentiles (ie 95th percentiles)