Go to Analysis Page Under the fund risk heading, you can see various statistical values of the funds you have set according to your own criteria. These criteria are grouped as index, base and report parameters. In the index criteria, the fund criteria, BİST 100, BİST 50, BİST 30 and so on. You can choose one of many endeksten, you can calculate your table according to this selection. The second criterion is the base criterion. Here you can choose whether the statistics to be calculated are based on TL, USD or EURO. You can calculate your values according to a date range or data name that you can select in the report parameters of our last criterion and you can make the analyzes in daily, weekly, monthly, 3 month, 6 month and annual periods from data period and you can include arithmetic average in these analyzes. If you hit the "get analysis" button after selecting the required criteria, you can see the code of the funds in the criteria you want, the following statistics in the side columns beside the name:
Information Ratio: "Information Ratio" (Information Ratio) is used to calculate the return adjusted according to Riske. It is also called "appraisal ratio".
Tracking Error : Tracking error indicates how close the portfolio lead is to the criterion or index return.
Sharpe Ratio: Sharpe Ratio = Net Income averages / Standard Deviation of Net Income
Treynor: Treynor = Net Incarceration Average / Beta
Beta: Beta is used as a risk indicator. If it is close to Beta 1, it moves in the same way as the index. If Beta> 1, endeksten falls or rises faster. If beta < 1, the endeksten will fall or rise more slowly.
Sortino: The Sortino ratio is used as an alternative to the Sharpe ratio. In the same way, the measure of how much it increases with risk. Eliminating the extraordinary positive returns at the Sortino ratio only takes into account the decreasing variability, as the rate increases, the amount of return per risk increases.
You can specify how many records you want to view on the page, and use the "find" option to conveniently bring up the item you want to search.