The unfavourable scenario occurred for an investment between 05/2020 and 05/2023.
The moderate scenario occurred for an investment between 09/2020 and 09/2023.
The favourable scenario occurred for an investment between 04/2014 and 04/2017.
These measures are used to assess a Fund's risk-adjusted performance. A well-performing Fund should ideally have a solid return (measured by the Sharpe ratio and alpha) relative to its risk (measured by volatility), while being well aligned with market expectations (measured by beta relative to the reference indicator).
Fund | +2.0 % | - | +2.0 % |
Calculation : Weekly basis