Risk vs return

Risk measures
Benchmark used: S&P 500 TR
| Fund | Category average | |
|---|---|---|
| Alpha | -0.88 | -2.19 |
| Beta | +1.35 | +1.28 |
| Information ratio | +0.55 | -0.04 |
| Fund | Category average | |
|---|---|---|
| R squared | +98.91 | +95.62 |
| Sharpe ratio | +0.85 | +0.76 |
| Standard deviation | 13.25% | 12.66% |
