Natixis Equity Related Correlations
NECCX Fund | USD 14.16 0.02 0.14% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Natixis Mutual Fund performing well and Natixis Equity 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 Natixis Equity'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AMFAX | 0.47 | 0.14 | 0.18 | 0.37 | 0.14 | 0.91 | 2.79 | |||
AMFNX | 0.46 | 0.14 | 0.19 | 0.36 | 0.12 | 0.94 | 2.75 | |||
NOANX | 0.57 | 0.02 | 0.03 | 0.08 | 0.66 | 1.21 | 3.23 | |||
NOIAX | 0.55 | (0.05) | (0.07) | 0.01 | 0.74 | 1.00 | 3.51 | |||
NOICX | 0.55 | (0.05) | (0.07) | 0.00 | 0.75 | 1.01 | 3.57 | |||
GCPAX | 0.33 | 0.03 | (0.06) | 10.40 | 0.42 | 0.69 | 2.14 | |||
GCPCX | 0.33 | 0.03 | (0.07) | 1.91 | 0.42 | 0.74 | 2.16 | |||
GCPNX | 0.33 | 0.03 | (0.06) | 4.34 | 0.41 | 0.73 | 2.14 | |||
NOIYX | 0.55 | (0.05) | (0.06) | 0.01 | 0.75 | 1.04 | 3.59 | |||
GCPYX | 0.33 | 0.00 | (0.05) | 0.06 | 0.41 | 0.69 | 2.14 |