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.