3 Sigmas
to the Left

P(X ≤ μ − 3σ) = 0.13% • Sharpe = (Rp − Rf) / σp • Z = (X − μ) / σ • f(x) = (1/σ√2π) e^(−x²/2σ²) • VaRα = μ − zα · σ • α = 0.001 • E[R] = Σpi·Ri • P(X ≤ μ − 3σ) = 0.13% • Sharpe = (Rp − Rf) / σp • Z = (X − μ) / σ • f(x) = (1/σ√2π) e^(−x²/2σ²) • VaRα = μ − zα · σ • α = 0.001 • E[R] = Σpi·Ri •