Polen Global Related Correlations
PGIRX Fund | USD 24.50 0.22 0.91% |
Correlations
0.82 | 0.75 | 0.92 | 0.83 | PNOBX | ||
0.82 | 0.65 | 0.78 | 0.5 | POLIX | ||
0.75 | 0.65 | 0.76 | 0.84 | PEQBX | ||
0.92 | 0.78 | 0.76 | 0.83 | POVBX | ||
0.83 | 0.5 | 0.84 | 0.83 | PGNBX | ||
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Risk-Adjusted Indicators
There is a big difference between Polen Mutual Fund performing well and Polen Global 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 Polen Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PNOBX | 0.62 | 0.01 | 0.02 | 0.09 | 0.63 | 1.36 | 3.95 | |||
POLIX | 0.75 | (0.06) | (0.05) | 0.02 | 1.06 | 1.52 | 5.70 | |||
PEQBX | 0.51 | (0.04) | (0.07) | 0.03 | 0.65 | 1.06 | 2.92 | |||
POVBX | 0.53 | (0.04) | (0.08) | 0.03 | 0.63 | 1.16 | 2.85 | |||
PGNBX | 0.45 | 0.00 | (0.02) | 0.08 | 0.59 | 0.94 | 2.43 |