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I am looking for some simple ways to compare various equity curves from different managers and different styles. I would like to keep it completely quantitative, and get measures of return, volatility, and correllation. I want measures independent of interest rates (i.e. Sharpe.) Any quick and dirty (simple/simplistic) measures people have found useful? Any software packages that people use expressly for this purpose?
TIA,
Seth
P.S. I am not a programmer or statistics wizard (and barely a trader lately...)
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