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2.6.1 Historical volatility -
2.6.2 Cross-sectional (model) volatility -
2.6.3 Excess returns -
2.6.4 Sharpe ratio -
2.6.5 Index Value at Risk (VaR) -
2.6.6 Index duration -
2.6.7 Index yield to maturity -
2.6.8 Price return -
2.6.9 Income return -
2.6.10 Free cash flow yield -
2.6.11 Index-level expected loss -
2.6.12 Average maturity -
2.6.13 Weighted-average yield curve -
2.6.14 Effective number of TICCS® -
2.6.15 Price and cash returns contribution
