FUNDS PERFORMANCE Services
Micropal |
Morningstar |
Risk Metrics
Beta: Measures the relative volatility of a Assets /Portfolio Return
Alpha: Measures the value added brought by Management
Standard Deviation:
Sharpe Ratio: Measures the return above risk free rate for each unit of standard deviation
Information Ratio:
Tracking Error:
Morningstar Rating: Measures the frequency of loss vis � vis the index, or the under performance vis � vis a specifiec benchmark
EuroCEO
>
Personal Finance
>
Investing
>
Funds Performance