Ab Discovery Related Correlations
ABSRX Fund | USD 20.79 0.26 1.27% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between ABSRX Mutual Fund performing well and Ab Discovery Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Ab Discovery's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VSIIX | 0.73 | (0.05) | (0.02) | 0.05 | 1.00 | 1.50 | 4.43 | |||
VISVX | 0.73 | (0.05) | (0.02) | 0.05 | 1.02 | 1.52 | 4.46 | |||
DFSVX | 0.83 | (0.08) | (0.03) | 0.03 | 1.22 | 1.76 | 5.19 | |||
UBVSX | 0.78 | (0.04) | (0.01) | 0.05 | 1.07 | 1.61 | 4.75 |