|
Standard Deviation |
Alpha |
Beta |
Sharpe Ratio |
Correlation |
FVC |
13.89% |
-7.19 |
0.67 |
-0.23 |
0.83 |
S&P 500® Index |
17.31% |
--- |
1.00 |
0.35 |
1.00 |
Standard Deviation is a measure of price variability (risk). Alpha is an indication of how much an investment outperforms or underperforms
on a risk-adjusted basis relative to its benchmark.Beta is a measure of price variability relative to the market. Sharpe Ratio is a measure
of excess reward per unit of volatility. Correlation is a measure of the similarity of performance.