Doctor Who and the Day of the Daleks by Terrance Dicks

By Terrance Dicks

UNIT is termed in whilst an incredible diplomat is attacked in his own residence - through a guy who vanishes into skinny air! The health care professional and Jo spend an evening within the 'haunted' condominium and meet the attackers, who've 'time-jumped' again from the twenty second century within the desire of fixing historical past. vacationing ahead in time, the physician and Jo locate themselves trapped in a destiny international the place people are slaves and the Daleks have already invaded. utilizing their ape-like servants, the Ogrons, to take care of order, the Daleks at the moment are the masters of Earth. because the physician desperately works to find what has occurred to place heritage off-track, the Daleks plan a time-jump assault at the twentieth century. that includes the 3rd health practitioner as performed via Jon Pertwee, together with his significant other Jo furnish and the UNIT association commanded by way of Brigadier Lethbridge-Stewart, this novel is predicated on a physician Who tale which used to be initially broadcast from January 1-22, 1972.

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7 percent. 3 percent for a total reduction of 18 percent, as compared to the S&P 500’s. This reduction of volatility results from a combination of lower standard deviation of the CSFB index and lower correlation of returns between it and the S&P. In general, the lower the correlation of the investments, the lower the volatility of the portfolio combining them. If two investments have perfect negative correlation, that is, they move in opposite directions, it is possible to construct a portfolio of these investments with the resulting portfolio’s volatility equal to zero.

Qxd 12/16/05 9:40 AM Page 36 36 A PRIMER ON HEDGE FUNDS strategies, such as Distressed Securities in the CSFB database, outperformed the S&P in the past 10 years, while others did not. It follows that for traditional portfolios including both stocks and bonds, diversification into hedge funds could achieve both risk reduction as well as higher overall portfolio return. One way to summarize the benefits of hedge funds in terms of both return and risk is the so-called Sharpe ratio. For any investment this ratio involves subtracting the risk-free rate (commonly the one-month Treasury bill rate is used as the proxy) from the investment’s arithmetic or simple average rate of return and dividing the difference by its standard deviation.

This is due to data problems embedded in the indexes, such as the survivorship bias. We return to this issue in Chapter 4. CONSISTENCY OF RETURNS If hedge funds do not produce greater returns than the stock market as measured by the S&P 500, why invest in hedge funds? The answer is because hedge funds have lower risks, or more precisely, their returns have exhibited lower volatility of returns. If risk is measured by standard deviation, studies of hedge fund returns have concluded that as a group, hedge funds have had lower standard deviations of returns than stock market benchmarks.

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