Beta ratio an instrument of the financial market used to quantify the performance of the mutual fund, beta ratio, is a historical measure used to evaluate the investment portfolio's returns over a period of time.The quant mid cap fund showed an annualised standard deviation of 15.85, slightly higher than its benchmark at 14.73.
The standard deviation measures the riskiness of the fund.So, beta merely explains the relative riskiness of an asset and does not give the inherent risk of the asset itself.A stock that fluctuates more than the market has a beta > 1.0.
Higher the sharpe ratio, better is the fund.When seen in mutual funds, it tells you how much the return from your mutual fund portfolio is straying from the expected return, based on the fund's historical performance.
Unlike the treynor ratio, the sharpe ratio considers total risk (standard deviation) instead of just market risk (beta).For example if the portfolio xyz has a standard deviation of 7% and average return of 15%, it means that it has a tendency of deviating by 7% from its expected average.In case of debt funds, it is 2.25% per annum.
There are five main indicators of investment risk that apply to the analysis of stocks, bonds, and mutual fund portfolios.These schemes have offered 13.7%, 21.3%, 11.6%, and 15% return respectively.
Sharpe ratio and standard deviation of different mutual fund categories.For a mutual fund, it shows how far the returns deviate from the expected returns based on its past performance.A mutual fund's standard deviation reveals its volatility.
At the same time, it has taken a higher risk, i.e., the standard deviation of 18%, compared to 15% of fund y.
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England great Fran Kirby has signed for Brighton & Hove Albion following her exit from Chelsea at the end of last season.
Kirby, 31, spent the last nine years with Chelsea, winning seven Women's Super League titles, including the last five. She has also won 72 caps for England, scoring 19 goals, and started every game en route to the Euro 2022 title.
"We're absolutely thrilled to welcome Fran to the club," Brighton's managing director of women's and girls' football Zoe Johnson said as part of the team's announcement.
"She arrives as one of the most decorated English footballers of all time, playing an integral role in Chelsea's recent dominance, as well as on the international stage having been a part of England's EURO 2022 win.
"Her experience on the pitch will be just as important off it and we have no doubt that she will help us take a significant step towards our long-term targets."
The attacking midfielder also has a host of individual accolades to her name, including winning the PFA Women's Players' Player of the Year in 2018 and 2021.
Brighton finished ninth in last season's WSL.
