All

1Y

One Year Regression Statistics

Category | ${\alpha}_{\mathrm{CAPM}}$ | ${\beta}_{\mathrm{SA}}$ | ${\beta}_{\mathrm{CEP}}$ |
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Benchmark | Return | Volatility | Sharpe Ratio | Cos Sim | Tag Index | α | β |
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Sharpe Ratio

Correlation | Climate Efficient Factor Mimicking Portfolio | |||||||
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Security | Return | Volatility | Sharpe Ratio | Cos Sim | Tag Index | ${\alpha}_{\mathrm{CAPM}}$ | ${\beta}_{\mathrm{SA}}$ | ${\beta}_{\mathrm{CEP}}$ |