Relative Volatility
This chart shows the portfolios of the selected filter relative to their PW benchmark index in a risk/return framework.
The PW benchmark index is determined based on the selected risk level and the currency of each portfolio.
Each portfolio is represented by a symbol showing the value of the excess or shortfall risk, ranging from blue (cool) to red (hot).
The axes of the chart represent the values of the benchmark index for the portfolio concerned. Any value to the left of the vertical axis is lower than that of the index (and vice versa).