Qs Growth Related Correlations
SCHCX Fund | USD 15.69 0.11 0.71% |
Correlations
FGPGX | MUTHX | TESRX | GWPFX | CGQGX | ||
FGPGX | 0.92 | 0.92 | 1.0 | 1.0 | FGPGX | |
MUTHX | 0.92 | 1.0 | 0.92 | 0.92 | MUTHX | |
TESRX | 0.92 | 1.0 | 0.92 | 0.92 | TESRX | |
GWPFX | 1.0 | 0.92 | 0.92 | 1.0 | GWPFX | |
CGQGX | 1.0 | 0.92 | 0.92 | 1.0 | CGQGX | |
FGPGX | MUTHX | TESRX | GWPFX | CGQGX |
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Risk-Adjusted Indicators
There is a big difference between SCHCX Mutual Fund performing well and Qs Growth 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 Growth'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FGPGX | 0.61 | 0.00 | 0.03 | 0.13 | 0.50 | 1.34 | 3.52 | |||
MUTHX | 0.40 | 0.01 | (0.02) | 0.14 | 0.27 | 0.86 | 2.25 | |||
TESRX | 0.40 | 0.01 | (0.02) | 0.14 | 0.27 | 0.87 | 2.26 | |||
GWPFX | 0.61 | 0.00 | 0.03 | 0.13 | 0.50 | 1.34 | 3.56 | |||
CGQGX | 0.61 | 0.00 | 0.03 | 0.13 | 0.50 | 1.38 | 3.57 |