Origin Emerging Related Correlations
POEIX Fund | USD 10.09 0.03 0.30% |
Correlations
STFGX | SABPX | SACAX | SAGPX | PFILX | PFIEX | PFIFX | PFIGX | PFISX | PFIPX | ||
STFGX | 0.98 | 0.99 | 0.99 | 0.91 | 0.92 | 0.91 | 0.9 | 0.86 | 0.83 | STFGX | |
SABPX | 0.98 | 1.0 | 1.0 | 0.95 | 0.93 | 0.95 | 0.94 | 0.88 | 0.85 | SABPX | |
SACAX | 0.99 | 1.0 | 1.0 | 0.93 | 0.93 | 0.93 | 0.92 | 0.87 | 0.84 | SACAX | |
SAGPX | 0.99 | 1.0 | 1.0 | 0.94 | 0.93 | 0.94 | 0.93 | 0.88 | 0.84 | SAGPX | |
PFILX | 0.91 | 0.95 | 0.93 | 0.94 | 0.92 | 1.0 | 1.0 | 0.9 | 0.86 | PFILX | |
PFIEX | 0.92 | 0.93 | 0.93 | 0.93 | 0.92 | 0.92 | 0.91 | 0.97 | 0.89 | PFIEX | |
PFIFX | 0.91 | 0.95 | 0.93 | 0.94 | 1.0 | 0.92 | 1.0 | 0.89 | 0.86 | PFIFX | |
PFIGX | 0.9 | 0.94 | 0.92 | 0.93 | 1.0 | 0.91 | 1.0 | 0.89 | 0.86 | PFIGX | |
PFISX | 0.86 | 0.88 | 0.87 | 0.88 | 0.9 | 0.97 | 0.89 | 0.89 | 0.87 | PFISX | |
PFIPX | 0.83 | 0.85 | 0.84 | 0.84 | 0.86 | 0.89 | 0.86 | 0.86 | 0.87 | PFIPX | |
STFGX | SABPX | SACAX | SAGPX | PFILX | PFIEX | PFIFX | PFIGX | PFISX | PFIPX |
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Risk-Adjusted Indicators
There is a big difference between Origin Mutual Fund performing well and Origin Emerging 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 Origin Emerging'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
STFGX | 0.48 | 0.02 | 0.02 | 0.14 | 0.29 | 1.10 | 2.82 | |||
SABPX | 0.39 | (0.01) | (0.07) | 0.11 | 0.37 | 0.93 | 2.71 | |||
SACAX | 0.50 | 0.00 | 0.00 | 0.12 | 0.49 | 1.03 | 2.77 | |||
SAGPX | 0.46 | (0.01) | (0.03) | 0.12 | 0.45 | 1.08 | 3.33 | |||
PFILX | 0.24 | (0.03) | (0.27) | 0.07 | 0.22 | 0.52 | 1.56 | |||
PFIEX | 0.49 | 0.10 | (0.02) | 1.32 | 0.43 | 1.14 | 2.93 | |||
PFIFX | 0.25 | (0.03) | (0.27) | 0.07 | 0.24 | 0.52 | 1.57 | |||
PFIGX | 0.24 | (0.03) | (0.29) | 0.06 | 0.22 | 0.52 | 1.56 | |||
PFISX | 0.54 | 0.08 | (0.04) | 1.00 | 0.55 | 1.31 | 3.53 | |||
PFIPX | 0.25 | 0.05 | (0.29) | (0.10) | 0.25 | 0.52 | 1.73 |