Fact Sheet

Standard Deviation is the measure of dispersion about a mean. It is used as a measure of risk of the portfolio returns. It represents the consistency with which returns were delivered in the past. The lower the better.

Standard Deviation is the measure of dispersion about a mean. It is used as a measure of risk of the portfolio returns. It represents the consistency with which returns were delivered in the past. The lower the better.

A measure of risk-adjusted return, using the return and standard deviation. A higher Sharpe Ratio indicates the portfolio has earned a higher return for each unit of risk incurred. The higher the better.

A measure of risk-adjusted return, using the return and standard deviation. A higher Sharpe Ratio indicates the portfolio has earned a higher return for each unit of risk incurred. The higher the better.

The largest amount that the portfolio has ever fallen, expressed as a percentage. It is a numeric expression of the regret an investor might feel for not having sold at the highest price. The lower the better. View Glossary for more detail.

The largest amount that the portfolio has ever fallen, expressed as a percentage. It is a numeric expression of the regret an investor might feel for not having sold at the highest price. The lower the better. View Glossary for more detail.