Sharpe Ratio: A measure of how much of a fund's excess return is achieved for a certain level of risk.R 2: A measure that represents the percentage of a fund's movements that can be attributed to movements of a benchmark index.A beta less than 1 means the movement in value tends to be dampened. If beta of a fund is higher than 1, the movement in value compared to the benchmark tends to be amplified. Beta: A measure of the tendency of the value of the fund and the value of the benchmark to move together.A positive number indicates that it has performed better than beta would predict. Alpha: A measure of the difference between a portfolio's actual return and its expected return given its level of risk.A lower standard deviation means the returns of the benchmark have historically been less volatile, and vice-versa. Annualized Standard Deviation Benchmark: A measure of how widely returns varied over a period.Standard deviation is a measure of historical risk future risk may be different.

A lower standard deviation means the returns of the fund have historically been less volatile and vice-versa. Annualized Standard Deviation: A measure of how widely returns varied over a period.

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