Which synthetic risk indicator has been mandatory in the Key Information Document since January 2023?
Which ratio measures the return premium per unit of systematic risk?
Which indicator is used to measure volatility in the Sharpe ratio?
What does a positive Jensen's alpha indicate?
SRI scale
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SRI 1-2
SRI 3-4
SRI 5-6
A Sharpe ratio below zero indicates that the investment outperforms a risk-free investment.
AMF Position DOC-2014-06 recommends the exclusive use of the Sharpe ratio to evaluate funds.