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Understanding Fund Ratios
Standard Deviation
Measures the volatility of fund's returns. Higher value
indicates higher risk and volatility.
Sharpe Ratio
Measures risk-adjusted returns. Higher ratio indicates better
risk-adjusted performance.
Sortino Ratio
Similar to Sharpe ratio but only considers downside volatility.
Higher values are better.
Beta
Measures fund's volatility compared to market. Beta > 1 means
more volatile than market.
Alpha
Shows excess return compared to benchmark. Positive alpha
indicates outperformance.
Expense Ratio
Annual fee charged by fund. Lower expense ratio means more
returns for investors.