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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.

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