public ManagedInvestmentSuitabilityParameters() { #region current parameters Mif0Parameters = new MIF0Parameters { Assertive = new MICurrentParameter { ScoreRanking = 8, FiveYearTotalReturn = 0.05, FiveYearAlphaRatio = -5, FiveYearBeta = 1.2, FiveYearInformationRatio = 1, FiveYearSharpRatio = 1, FiveYearSkewnessRatio = 1, FiveYearStandardDeviation = 5, FiveYearTrackingErrorRatio = -0.05, FundSize = 100000000, GlobalCategory = 0.02 }, Conservative = new MICurrentParameter { FiveYearInformationRatio = 3, FiveYearSharpRatio = 3, FiveYearSkewnessRatio = 3, FiveYearStandardDeviation = 15, FiveYearTrackingErrorRatio = 0.05, FundSize = 200000000, GlobalCategory = 0.04, ScoreRanking = 4, FiveYearTotalReturn = 0.15, FiveYearBeta = 0.8, FiveYearAlphaRatio = 5 }, Increment = new MICurrentParameter { ScoreRanking = 2, FiveYearTotalReturn = 0.05, FiveYearBeta = 0.2, FiveYearAlphaRatio = 10, FundSize = 0, FiveYearTrackingErrorRatio = 0.01, GlobalCategory = 3, FiveYearSharpRatio = 1, FiveYearStandardDeviation = 0.01, FiveYearSkewnessRatio = 0.01, FiveYearInformationRatio = 0.01 }, Aggressive = new MICurrentParameter { FiveYearInformationRatio = 0, FiveYearSharpRatio = 0, FiveYearSkewnessRatio = 0, FiveYearStandardDeviation = 0, FiveYearTrackingErrorRatio = -0.1, FundSize = 50000000, GlobalCategory = 0.01, ScoreRanking = 10, FiveYearTotalReturn = 0, FiveYearBeta = 1.4, FiveYearAlphaRatio = -0.1 }, Balance = new MICurrentParameter { ScoreRanking = 6, FiveYearTotalReturn = 0.1, FiveYearBeta = 1, FiveYearAlphaRatio = 0, FundSize = 150000000, FiveYearTrackingErrorRatio = 0, GlobalCategory = 0.03, FiveYearSharpRatio = 2, FiveYearStandardDeviation = 10, FiveYearSkewnessRatio = 2, FiveYearInformationRatio = 2 }, Defensive = new MICurrentParameter { FiveYearInformationRatio = 4, FiveYearSharpRatio = 4, FiveYearSkewnessRatio = 4, FiveYearStandardDeviation = 20, FiveYearTrackingErrorRatio = 0.1, FundSize = 250000000, GlobalCategory = 0.05, ScoreRanking = 2, FiveYearTotalReturn = 0.2, FiveYearBeta = 0.6, FiveYearAlphaRatio = 10 }, MaxScore = new MICurrentParameter { ScoreRanking = 100, FiveYearTotalReturn = 10, FiveYearBeta = 10, FiveYearAlphaRatio = 10, FundSize = 10, FiveYearTrackingErrorRatio = 10, GlobalCategory = 10, FiveYearSharpRatio = 10, FiveYearStandardDeviation = 10, FiveYearSkewnessRatio = 10, FiveYearInformationRatio = 10 } }; #endregion #region forecast parameters Mif1Parameters = new MIF1Parameters { Conservative = new MIForecastParameter { ScoreRanking = 4, OneYearTotalReturn = 0.05, MaxManagementExpenseRatio = 0.02, OneYearAlpha = 5, OneYearBeta = 0.8, OneYearInformationRatio = 3, OneYearSharpRatio = 3, OneYearTrackingError = 5, PerformanceFee = 0.05, YearsSinceInception = 7 }, Increment = new MIForecastParameter { OneYearAlpha = 0.1, OneYearBeta = 0.05, OneYearInformationRatio = 0.05, OneYearSharpRatio = 0.1, OneYearTrackingError = 2, PerformanceFee = 4, YearsSinceInception = 0.1, ScoreRanking = 2, OneYearTotalReturn = 0.03, MaxManagementExpenseRatio = 3 }, Assertive = new MIForecastParameter { ScoreRanking = 8, OneYearTotalReturn = -0.05, MaxManagementExpenseRatio = 0.04, YearsSinceInception = 3, OneYearSharpRatio = 1, OneYearBeta = 1.2, OneYearInformationRatio = 1, OneYearTrackingError = -5, PerformanceFee = 0.1, OneYearAlpha = -5 }, Aggressive = new MIForecastParameter { OneYearAlpha = -10, OneYearBeta = 1.4, OneYearInformationRatio = 0, OneYearSharpRatio = 0, OneYearTrackingError = -10, PerformanceFee = 0.2, YearsSinceInception = 1, ScoreRanking = 10, OneYearTotalReturn = -0.1, MaxManagementExpenseRatio = 0.05 }, Balance = new MIForecastParameter { ScoreRanking = 6, OneYearTotalReturn = 0, MaxManagementExpenseRatio = 0.03, YearsSinceInception = 5, OneYearSharpRatio = 2, OneYearBeta = 1, OneYearInformationRatio = 2, OneYearTrackingError = 0, PerformanceFee = 0.1, OneYearAlpha = 0 }, Defensive = new MIForecastParameter { OneYearAlpha = 10, OneYearBeta = 0.6, OneYearInformationRatio = 4, OneYearSharpRatio = 4, OneYearTrackingError = 10, PerformanceFee = 0, YearsSinceInception = 9, ScoreRanking = 2, OneYearTotalReturn = 0.1, MaxManagementExpenseRatio = 0.01 }, MaxScore = new MIForecastParameter { ScoreRanking = 100, OneYearTotalReturn = 10, MaxManagementExpenseRatio = 10, YearsSinceInception = 10, OneYearSharpRatio = 10, OneYearBeta = 10, OneYearInformationRatio = 10, OneYearTrackingError = 10, PerformanceFee = 10, OneYearAlpha = 10 } }; #endregion }