Risk (Compass - ETF/Fund)

In the "Risk" Compass widget, you will find the most important risk figures for ETFs and funds as well as a risk-performance chart of the fund and its benchmark.

The key figures for the fund and the associated benchmark in detail:

• 1-year volatility
• 3-year volatility
• Max. loss (6 months)
• Longest loss period (basis 3 years)
• Outperf. probability (basis 3 years)
• 1-year Sharpe ratio
• 3-year Sharpe ratio
• Tracking error (1 year)
• Jensen’s alpha (1 year)
• Beta factor (1 year)
• Positive regression (basis 3 years)
• Negative regression (basis 3 years)
• Diamond rating
• SCOPE fund rating
• SRI ("Socially Responsible Investment")

Risk performance chart compared to the fund benchmark

You can use the drop-down list to choose between the following time periods for the chart:

• 1 year
• 3 years
• 5 years

Point to the dots in the chart to display the corresponding values.