Qs Defensive Related Correlations
SBCLX Fund | USD 13.30 0.03 0.23% |
Correlations
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between SBCLX Mutual Fund performing well and Qs Defensive 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 Qs Defensive'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
USCAX | 0.92 | 0.03 | (0.05) | (0.25) | 1.26 | 1.87 | 5.52 | |||
ADX | 0.62 | (0.01) | (0.01) | 0.08 | 0.78 | 1.18 | 3.57 | |||
QDARX | 0.08 | (0.01) | (0.67) | (0.05) | 0.05 | 0.17 | 0.42 | |||
GSQTX | 0.87 | (0.09) | (0.03) | 0.02 | 1.18 | 1.81 | 5.32 | |||
LIGFX | 0.29 | (0.01) | (0.14) | 0.06 | 0.27 | 0.66 | 1.69 | |||
OIDAX | 0.56 | (0.05) | (0.06) | 0.04 | 0.65 | 1.28 | 3.60 | |||
MDDLX | 0.48 | 0.11 | 0.05 | 2.24 | 0.45 | 1.12 | 2.94 | |||
FZABX | 0.54 | 0.00 | (0.01) | 0.08 | 0.59 | 1.45 | 3.36 |