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258 KUMPULAN WANG PERSARAAN (DIPERBADANKAN) OTHER INFORMATION

glossary
of terms

TWRR (Time-Weighted Rate of Return) Volatility
tWrr is a measure of return based on changes in values Volatility is a statistical measure of the dispersion of
of investments over a specific time period. returns for a given security or market index. in most cases,
the higher the volatility, the riskier the security. Volatility
UNSDG (United Nations Sustainable Development is often measured from either the standard deviation
Goals)
or variance between returns from that same security or
the sustainable development goals (sdgs), also known market index.
as the global goals, were adopted by the united nations WGBI (FTSE World Government Bond Index)
in 2015 as a universal call to action to end poverty, protect
the planet, and ensure that by 2030 all people enjoy peace a broad index providing exposure to the global sovereign
and prosperity. fixed income market, the index measures the performance
of fixed-rate, local currency, investment-grade sovereign
VaR (Value at Risk)
bonds. it comprises sovereign debt from over 20 countries,
a risk metric used to estimate the quantum of loss to a denominated in a variety of currencies. sub-indices are
portfolio over a given probability value within a pre-defined available by currencies and terms.
period.