http://hedgefundontology.com/hfr/form/PFFormFiling.ttl#NonVaRRiskMetricCodeType
Class 'pfrd-sec:Non va RRisk metric code type'

NonVaRRiskMetricCodeType

owl:Class

Non-VaR Risk Metric type codes for liquidity funds. Allowed values (code-description) are: NONE - None OTH - Other CASH_RISK - Cashflow-at-risk CS01 - CS01 DEF_BETA - Default spread beta DV01 - DV01 EARN_RISK - Earnings-at-risk XPCTD_SHRTFALL - Expected shortfall INFLATION - Inflation beta INFO_RATIO - Information Ratio KURTOSIS - Kurtosis LQDTY_AJSTD - Liquidity Adjusted Value at Risk MARGINAL - Marginal expected shortfall MAX - Maximum Drawdown (period specific, over a quarter, or over a year) NET_EQTY - Net equity delta OMEGA_RATIO - Omega Ratio PROFIT - Profit-at-risk RESIDUE - Residual risk RISK_LEVERAGE - Risk based leverage SCENARIO - Scenario Analysis SEMI_DVTN - Semideviation SHARPE - Sharpe Ratio SKEWNESS - Skewness SORTINO - Sortino Ratio STD - Standard deviation STRESS - Stress Var/Stress test

Non va RRisk metric code type

dtype:value max 1

dtype:value only pfrd-sec:String preserve white spaces datatype

pfrd-sec:Enumerated value

[pfrd-sec:CASH RISK, pfrd-sec:CS01, pfrd-sec:DEF BETA, pfrd-sec:DV01, pfrd-sec:EARN RISK, pfrd-sec:INFLATION, pfrd-sec:INFO RATIO, pfrd-sec:KURTOSIS, pfrd-sec:LQDTY AJSTD, pfrd-sec:MARGINAL, pfrd-sec:MAX, pfrd-sec:NET EQTY, pfrd-sec:NONE, pfrd-sec:OMEGA RATIO, pfrd-sec:OTH, pfrd-sec:PROFIT, pfrd-sec:RESIDUE, pfrd-sec:RISK LEVERAGE, pfrd-sec:SCENARIO, pfrd-sec:SEMI DVTN, pfrd-sec:SHARPE, pfrd-sec:SKEWNESS, pfrd-sec:SORTINO, pfrd-sec:STD, pfrd-sec:STRESS, pfrd-sec:XPCTD SHRTFALL]

References
as rdfs:subClassOf (pfrd-sec:PFSection2b item CHedge fund risk var metric type)