StatsNoisy
Noisy
$0.99 · Designed for iPad
Also Included In
This app calculates the probabilities of certain performance outcomes in investment management, based on some simplifying assumptions.
It calculates the probability of a single manage outperforming the benchmark over various time periods (from 1 month to 20 years), given a user selected manager skill level (given by the Information Ratio).
It also calculates the joint probability of none, or at least one manager, underperforming the benchmark. The user can select the skill level (equal for all the managers), the time period, and the number of managers.
It also calculates the probability of a single manager outperforming the benchmark by a certain alpha target (user selected) given a user selected tracking error, under the assumption that the manager has no skill i.e. an Information Ratio of 0.
It now includes probability density and mass functions, to help visualise the distributions of the outcomes i.e. the probabilities.
Ratings & Reviews
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Updated to iOS 18!
The developer, Joao Frasco, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy .
Data Not Collected
The developer does not collect any data from this app.
Accessibility
The developer has not yet indicated which accessibility features this app supports. Learn More
Information
- Seller
- Joao Frasco
- Size
- 555 KB
- Category
- Finance
- Compatibility
Requires iOS 18.0 or later.
- iPhone
Requires iOS 18.0 or later. - iPad
Requires iPadOS 18.0 or later. - Mac
Requires macOS 15.0 or later and a Mac with Apple M1 chip or later. - Apple Vision
Requires visionOS 2.0 or later.
- Languages
- English
- Age Rating
4+
- 4+
- Copyright
- Copyright © 2024 Joao Frasco. All rights reserved.
