Amana Developing Related Correlations
AMDWX Fund | USD 12.52 0.11 0.87% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Amana Mutual Fund performing well and Amana Developing 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 Amana Developing'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VEIEX | 0.54 | (0.01) | (0.03) | 0.03 | 0.77 | 0.98 | 3.85 | |||
VEMIX | 0.54 | (0.01) | (0.03) | 0.03 | 0.78 | 0.98 | 3.82 | |||
FWWNX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.28 | |||
FNFWX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.28 | |||
NEWFX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.98 | 3.28 | |||
NWFFX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.29 | |||
NEWCX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.29 | |||
ODVYX | 0.61 | (0.03) | (0.03) | 0.02 | 0.94 | 1.24 | 3.94 |