With StatFACTs, investment analysis can be easy. Informa Investment Solutions has developed StatFACTS to help you understand, in simple terms, the practical applications of key performance statistics. Moreover, we have organized the statistics into a logical, useful framework. As Albert Einstein purportedly said, “Everything should be made as simple as possible, but not simpler.”

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What Stats Measure

Here’s how it works: despite a seemingly overwhelming number of metrics, virtually every statistic falls into one of three categories:

  • Return: the higher the better
  • Risk: the lower the better
  • Return vs. risk trade-off: the higher the better

Defining Risk?

Risk can be broken into four broad categories of measurement:

  • Volatility: volatility risk measures how uncertain or unpredictable an investment’s returns are.
  • Benchmark-Relative: benchmark-relative risk measures performance of managers against an appropriate passive index.
  • Capital preservation: also known as drawdown risk, capital preservation risk is simply the risk of losing money in an investment.
  • Tail: sometimes called “black swan” risk, tail risk is defined as low probability, high impact events.


As a part of the StatFACTS series, Informa Investment Solutions also offers the StatMAP. The StatMAP provides a way to visualize each statistic in terms of metric versus risk type. Click any StatFACT title in the StatMAP grid below for more information.

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