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## Performance & Simulations

GAIA
Gaia integrates different methods to value a portfolio and calculate a wide range of portfolio performance indicators, peformance contribution and attribution. Simulations (what if scenario, yield curve shifts, etc.) allow portfolio robustness analysis.
Gaia integrates different methods to value a portfolio and calculate a wide range of portfolio performance indicators, peformance contribution and attribution. Simulations (what if scenario, yield curve shifts, etc.) allow portfolio robustness analysis.  ### Performance Calculation  ### Valuation  ### Contribution    ### Market and Forex Impact  ### Performance Indices

Gaia provides a large panel of performance indices to the asset managers. Here are a few examples of the performance indices available in Gaia
• Calculation of statistical indicators (Volatility, P&L Frequency, etc.) Calculation of statistical indicators (Volatility, P&L Frequency, etc.)
• Drawdown (Periodic, annual and consecutive) Drawdown (Periodic, annual and consecutive)
• Revenue Calculation (by Period, median, standard deviation) Revenue Calculation (by Period, median, standard deviation)
• Linear Regression, Jensen’s Alpha, R2, covariance, correlation, Beta, efficient frontier Linear Regression, Jensen’s Alpha, R2, covariance, correlation, Beta, efficient frontier
• Ratios, such as Ratios, such as
Gaia provides a large panel of performance indices to the asset managers. Here are a few examples of the performance indices available in Gaia

### Ratio Samples

• The Tracking Error
The Tracking Error measures the standard deviation of the difference in rate of return between the portfolio and its benchmark. The Tracking Error measures the standard deviation of the difference in rate of return between the portfolio and its benchmark.
• The Sharpe Ratio
The Sharpe ratio which is determined by the ratio between the incremental rate of return of the fund versus the risk-free rate of return. The Sharpe ratio which is determined by the ratio between the incremental rate of return of the fund versus the risk-free rate of return.
• The Sortino Ratio
The Sortino ratio is similar to the Sharpe ratio, except for the fact that only decreasing trends in portfolio value is considered to be a risk. The Sortino ratio is similar to the Sharpe ratio, except for the fact that only decreasing trends in portfolio value is considered to be a risk.
• The Treynor Ratio
The Treynor ratio is also similar to the Sharpe ratio, except that the Treynor ratio uses beta as a proxy for volatility. The Treynor ratio is also similar to the Sharpe ratio, except that the Treynor ratio uses beta as a proxy for volatility.
• The Information Ratio
The Information ratio is defined by the residual rate of return of the portfolio over its residual risk. The Information ratio is defined by the residual rate of return of the portfolio over its residual risk.
• The Hurst Ratio
The Hurst ratio, which shows the tenacity and the positive correlation between series of returns of an asset or of a portfolio. The Hurst ratio, which shows the tenacity and the positive correlation between series of returns of an asset or of a portfolio.