Add Benchmarks to Risk Measurements and Relative Statistics

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The following table shows what index is displayed in comparison with each relative statistic or risk measurement on the Account Analytics report. For example, the primary benchmark is used for comparison with beta. Jensen's Alpha, however, is compared with both the risk free rate and the primary benchmark.

Relative Statistics	Comparison index
Beta	Primary benchmark
Information ratio	Primary benchmark
Jensen's Alpha	Risk free rate, primary benchmark
Tracking error	Primary benchmark
Treynor ratio	Risk free rate, beta (primary benchmark inferred)
Excess return	Primary benchmark
Sharpe ratio	Risk free rate
Covariance	Primary benchmark
Upside/Downside capture ratio	Primary benchmark
R-squared	Primary benchmark

For more information about adding benchmarks to a report, see Include Benchmarks and Add Benchmark.

For more information about benchmarks, see Benchmarks.