The unfavourable scenario occurred for an investment between 01/2020 and 01/2023.
The moderate scenario occurred for an investment between 06/2021 and 06/2024.
The favourable scenario occurred for an investment between 09/2014 and 09/2017.
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 | +1.8 % | - | +2.0 % |
Calculation : Weekly basis