The SRI (Summary Risk Indicator) replaced the former SRRI since January 2023. It combines the market risk measure (MRM) and the credit risk measure (CRM) on a scale from one to seven, providing an immediate reading of the fund's positioning. This information is crucial for assessing the risk/return profile of a financial instrument.

The Treynor ratio substitutes beta for total volatility in the denominator, thereby isolating the return premium per unit of systematic risk. This measure is particularly relevant for diversified portfolios where specific risk has been neutralized.

The Sharpe ratio uses the volatility of returns as a measure of risk. This volatility quantifies the fluctuations of returns around their average, which is essential for assessing the risk/return profile.

A positive Jensen's alpha indicates that the fund outperformed relative to the CAPM model, meaning the manager added value independently of market conditions. This is crucial for assessing the skill of the portfolio manager.

The SRI is presented on a scale from one to seven. Money market UCITS generally display an SRI of one to two, while equity funds range between five and six.

Money market UCITS generally have an SRI of one to two, while equity funds have an SRI between five and six. This classification allows investors to quickly assess the risk/return profile.

A Sharpe ratio below zero signals underperformance relative to a risk-free investment. This means that the excess return is negative, which is a warning signal for investors.

AMF Position DOC-2014-06 recommends integrating the Sharpe ratio into the alert systems of management companies, but does not recommend its exclusive use. Other indicators such as the Treynor ratio and Jensen's alpha are also important.