Financial Services Related Correlations
SFPAX Fund | USD 8.99 0.04 0.45% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Financial Mutual Fund performing well and Financial Services 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 Financial Services' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
SABAX | 0.47 | (0.01) | (0.03) | 0.05 | 0.54 | 0.82 | 2.61 | |||
SABIX | 0.47 | (0.01) | (0.02) | 0.05 | 0.54 | 0.83 | 2.50 | |||
SABCX | 0.47 | (0.01) | (0.03) | 0.05 | 0.54 | 0.82 | 2.44 | |||
SAMAX | 0.42 | (0.01) | (0.04) | 0.04 | 0.48 | 0.79 | 2.22 | |||
SAMCX | 0.42 | (0.01) | (0.05) | 0.04 | 0.49 | 0.73 | 2.25 | |||
SAMIX | 0.43 | (0.01) | (0.04) | 0.04 | 0.51 | 0.78 | 2.30 | |||
SSCCX | 1.13 | 0.06 | (0.01) | (0.21) | 1.25 | 2.04 | 5.85 | |||
SSCPX | 1.04 | (0.04) | 0.00 | 0.03 | 1.21 | 2.05 | 5.48 | |||
SSCYX | 1.04 | (0.04) | 0.00 | 0.03 | 1.22 | 2.05 | 5.56 | |||
SBCCX | 0.40 | (0.02) | (0.06) | 0.03 | 0.46 | 0.70 | 2.15 |