|
|
What
is Beta ?
Beta is a measure of the volatility of
the portfolio to that of the index. In simple words it shows the movement of
the portfolio in comparison. The Higher the Beta, higher the volatility of the
scheme to the index. If its greater than1 , then the portfolio is highly
volatile to the movemnts in the index. If the beta is lesser than 1 , then
scheme is less volatile to the index and beta which is close to 1 implies that
the scheme is closely following the index.
|
|
| Beta [%] |
SD [%] |
Sharpe
Ratio [%] |
Jensons
Alpha [%] |
ER [%] |
| 0.0037 |
0.1625 |
0.1178 |
0.0177 |
5.1742 |
|