Emerging Markets Related Correlations
JEVRX Fund | USD 11.16 0.05 0.45% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Emerging Mutual Fund performing well and Emerging Markets 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 Emerging Markets' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
JQLMX | 0.28 | (0.02) | (0.10) | 0.02 | 0.33 | 0.60 | 1.83 | |||
JAAFX | 0.52 | (0.01) | (0.01) | 0.05 | 0.63 | 0.97 | 2.96 | |||
JAAJX | 0.53 | 0.03 | (0.03) | 0.84 | 0.68 | 0.97 | 2.96 | |||
JAAIX | 0.15 | 0.02 | (0.12) | (1.24) | 0.12 | 0.33 | 1.23 | |||
JAAKX | 0.53 | 0.03 | (0.03) | 0.68 | 0.66 | 0.97 | 2.96 | |||
JACLX | 0.87 | 0.01 | 0.02 | 0.06 | 0.95 | 1.82 | 4.32 | |||
JALBX | 0.37 | (0.02) | (0.06) | 0.04 | 0.43 | 0.80 | 2.14 | |||
JALGX | 0.46 | (0.01) | (0.02) | 0.05 | 0.56 | 0.89 | 2.53 | |||
JSFDX | 0.26 | 0.02 | (0.05) | 0.12 | 0.18 | 0.61 | 1.79 | |||
JSJAX | 1.00 | 0.04 | 0.07 | 0.09 | 1.00 | 2.05 | 5.62 |