"Financial indicators" area in the search parameters of the funds search
In the "Financial indicators" section of the funds search, you can narrow down the search by using financial indicators. To do this, select the corresponding checkboxes on the far left to select the corresponding criteria and specify your search criteria:
ID | Description |
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Volatility | Enter the minimum and/or maximum percentage volatility of the fund here. The volatility measures the fluctuation risk of the fund in percent. The standard deviation (deviation from the average value development) is used as a statistical measurement of the volatility. The greater the standard deviation, the greater the price fluctuations (that is, the riskier the fund). |
Performance | Enter the minimum and/or maximum percentage performance of the fund here. |
Sharpe ratio | Enter the minimum and/or maximum Sharpe ratio of the fund here. The Sharpe ratio is the ratio of the excess return (as compared to a risk-free financial investment) and volatility, and therefore measures the surplus yield achieved per unit of risk. This parameter and all parameters below it in the table are hidden by default. For more information on displaying parameters, see Configuring the areas of the search parameters. |
Jensen's alpha in % | Enter the minimum and/or maximum Jensen's alpha here. Jensen's alpha can be used as an assessment criterion for the performance of the management with regard to the risk-adjusted benchmark yield. A positive alpha implies an outperformance. |