Where can I find the commonly used analytical indicators of index funds?
To judge the performance indicators and risk indicators of index funds, tracking error, information ratio, Sharp ratio and other indicators are usually used.
Standard deviation: reflects the fluctuation degree of fund income. The smaller the standard deviation, the more stable the historical income of the fund.
Sharp ratio: reflects the excess return that the fund can obtain beyond the risk-free return by taking unit risk. The greater the Sharp ratio, the better the performance of the fund on the historical stage.
Information ratio: indicates the excess return brought by the unit's active risk, and a high ratio indicates high excess return.
Tracking error: it is the standard deviation of tracking deviation. Generally speaking, the smaller the tracking error, the stronger the management ability of fund managers.
Tian Tian fund network
We can query the above indicators through Tian Tian Fund official website, as shown in the figure, and enter the official website-Fund file. In addition to the basic information of the fund, the characteristic data in the column of basic information provides the data of the above indicators for viewing.
Morningstar.com
If you think the fund files of Tian Tian Fund Network can't meet your needs, then the more comprehensive data provided by Morningstar, an internationally renowned fund rating agency, may be more suitable for you.