Dana Small Related Correlations
DSCIX Fund | USD 13.94 0.24 1.75% |
Correlations
USG | DSCIX | DLCIX | DLCEX | ESGIX | VDIGX | PRDGX | USA | QGMRX | GQGPX | ||
USG | 0.64 | 0.56 | 0.55 | 0.62 | 0.56 | 0.66 | 0.6 | 0.75 | 0.47 | USG | |
DSCIX | 0.64 | 0.82 | 0.8 | 0.86 | 0.87 | 0.88 | 0.78 | 0.89 | 0.81 | DSCIX | |
DLCIX | 0.56 | 0.82 | 0.95 | 0.99 | 0.96 | 0.98 | 0.96 | 0.82 | 0.96 | DLCIX | |
DLCEX | 0.55 | 0.8 | 0.95 | 0.95 | 0.93 | 0.93 | 0.9 | 0.81 | 0.9 | DLCEX | |
ESGIX | 0.62 | 0.86 | 0.99 | 0.95 | 0.95 | 0.99 | 0.94 | 0.87 | 0.94 | ESGIX | |
VDIGX | 0.56 | 0.87 | 0.96 | 0.93 | 0.95 | 0.96 | 0.91 | 0.82 | 0.95 | VDIGX | |
PRDGX | 0.66 | 0.88 | 0.98 | 0.93 | 0.99 | 0.96 | 0.93 | 0.89 | 0.94 | PRDGX | |
USA | 0.6 | 0.78 | 0.96 | 0.9 | 0.94 | 0.91 | 0.93 | 0.78 | 0.88 | USA | |
QGMRX | 0.75 | 0.89 | 0.82 | 0.81 | 0.87 | 0.82 | 0.89 | 0.78 | 0.8 | QGMRX | |
GQGPX | 0.47 | 0.81 | 0.96 | 0.9 | 0.94 | 0.95 | 0.94 | 0.88 | 0.8 | GQGPX | |
USG | DSCIX | DLCIX | DLCEX | ESGIX | VDIGX | PRDGX | USA | QGMRX | GQGPX |
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Risk-Adjusted Indicators
There is a big difference between Dana Mutual Fund performing well and Dana Small 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 Dana Small'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
USG | 0.41 | 0.08 | (0.11) | (0.52) | 0.46 | 0.86 | 2.38 | |||
DSCIX | 0.88 | 0.12 | (0.02) | (0.61) | 0.96 | 1.86 | 5.41 | |||
DLCIX | 0.55 | 0.06 | 0.10 | 0.19 | 0.25 | 1.25 | 3.34 | |||
DLCEX | 0.89 | 0.10 | 0.04 | 0.24 | 1.74 | 1.49 | 22.85 | |||
ESGIX | 0.55 | 0.00 | 0.03 | 0.13 | 0.43 | 1.15 | 3.27 | |||
VDIGX | 0.39 | 0.09 | (0.07) | (1.85) | 0.27 | 0.76 | 3.64 | |||
PRDGX | 0.39 | 0.02 | (0.01) | 0.14 | 0.22 | 0.94 | 2.20 | |||
USA | 0.57 | 0.20 | 0.10 | 10.53 | 0.45 | 1.37 | 4.41 | |||
QGMRX | 0.38 | 0.06 | (0.07) | 0.53 | 0.43 | 0.82 | 1.93 | |||
GQGPX | 0.60 | 0.07 | 0.03 | 0.22 | 0.56 | 1.33 | 3.90 |