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