SISF BRIC Financials

Please note that past performance is not an indicator of the future performance of SISF BRIC, its manager's success, or the effectiveness of its strategy. The performance results shown here may have been adversely or favorably impacted by events and economic conditions that may not prevail in the future.

SISF BRIC's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. SISF BRIC volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was twenty with a total number of output elements of fourty-one. The Beta measures systematic risk based on how returns on SISF BRIC AC correlated with the market. If Beta is less than 0 SISF BRIC generally moves in the opposite direction as compared to the market. If SISF BRIC Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one SISF BRIC AC is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of SISF BRIC is generally in the same direction as the market. If Beta > 1 SISF BRIC moves generally in the same direction as, but more than the movement of the benchmark.