|
Standard Deviation |
Alpha |
Beta |
Sharpe Ratio |
Correlation |
FVC |
12.88% |
-7.42 |
0.61 |
-0.26 |
0.82 |
S&P 500® Index |
17.20% |
--- |
1.00 |
0.39 |
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.