Risk / return

Default sampling matches the platform: 3M, YTD, 1Y and 2Y are daily; 5Y is weekly; MAX is monthly. Sampling can be changed independently. Weekly observations end on Friday, monthly observations at month-end; incomplete periods are excluded. MAX uses common available history, where meaningful history beyond five years is available.

Peers use aligned return intervals and a common observation window. Missing returns are not filled with zero. We require 20 daily, 8 weekly or 6 monthly common observations; missing, insufficient and relatively stale histories are excluded and disclosed with the chart.

For n periodic returns r and annualisation factor A: return = [∏(1 + r)]^(A/n) − 1; volatility = sample standard deviation(r) × √A, with n − 1 in the variance denominator. A is 252 daily, 52 weekly or 12 monthly. The volatility axis fits the observed range with a lower bound of zero; negative returns remain visible vertically.

The horizontal dashed reference is a dated three-month US Treasury par yield from the official Treasury feed. It is a current annual yield, not a historical cash return or a forecast of returns at higher volatility. Missing rates are not replaced with assumptions.

Adjusted prices include provider split and distribution adjustments. Full histories are reconciled monthly and can be revised. USD results reflect ETF fees, currency exposure and US trading hours; today’s proxy selection does not recreate historical constituent membership. Historical comparisons are descriptive, not investment recommendations.