HHI (Herfindahl-Hirschman Index)
A measure of portfolio concentration. Higher values indicate more concentrated portfolios (fewer, larger positions). Ranges from near 0 (highly diversified) to 10,000 (single position).
A measure of portfolio concentration. Higher values indicate more concentrated portfolios (fewer, larger positions). Ranges from near 0 (highly diversified) to 10,000 (single position).