Peer Comparison
This chart illustrates the position of the selected instruments within their reference universe, defined by their currency and risk level, in a risk-return framework.
An anonymous scatter plot represents the community. The benchmark serves as a reference line passing through the risk-free return; hence, this slope represents the benchmark's Sharpe ratio. Any point below this line has a risk-adjusted return lower than the benchmark index in question.
The Peer Comparison chart allows you to see your selection in the context of the community it relates to, for the defined period, providing insights in an external context.