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Don’t wait for the regulators to find deficiencies in your risk disclosures. Be proactive by contacting us today.
Fundata’s team of analysts has developed a suite of reliable metrics to assist our clients in measuring risk.
Fundata collects and tracks the following:
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PROSPECTUS RISK
Collected directly from the prospectuses of all Canadian investment funds issued by prospectus. Fundata gathers and reviews the prospectuses of investment funds to map the text of the risk rating using
current industry guidelines.
- Mutual Funds
- Segregated Funds
TIME HORIZON
Collected directly from the
investment fund’s prospectus. Fundata has reviewed and gathered the time horizon text of funds and mapped them to an appropriate scale.
VOLATILITY
We developed a volatility ranking to allow advisors to determine the variability of a fund’s return and how this volatility compares with other funds.
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On an on-going monthly basis, Fundata's robust systems calculate the following traditional risk metrics for the thousands of Canadian investment funds listed in their database: |
- Standard Deviation
- Downside Deviation
- Risk vs. Return Comparison
- Correlation
- R-Squared
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- Volatility
- Alpha
- Beta
- Sharpe
- Jensen Alpha
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- Sortino
- Treynor
- Information Ratio
- Maximum Drawdown
- Up/Down Capture
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- Tracking Error
- Batting Average
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Suited for:
- Advisors
- Back-office System Providers
- Banks and Insurance Companies
- Brokers and Dealers
- Resellers and Redistributors
- Websites
- Investors
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