Daily Results

Jantz Analytics


The daily performance is measured in terms of a variety of performance ratios, with the aggressive and passive award and risk measures. Special attention is paid to tail risk assessment and budgeting based on Value-at-Risk expected shortfall and maximum drawdown. Additional linear and nonlinear hard and soft portfolio constraints, such as tracking errors and performance attribution constraints, can be introduced in the portfolio optimization to meet clients’ requirements.

Tabulated Backtest Results

Backtesting Results will be provided upon specific request.


Years of Related Investment Experience

Dallas Office

Stephen T. Crosson
[email protected]

P: (972) 725-7728

3811 Turtle Creek Blvd.
Suite 980
Dallas, Texas 75219

Plano Office

Jimmy H. Jackson
[email protected]

P: (972) 725-7724

1100 Mira Vista Blvd.
Suite 300
Plano, TX 75093