Stadion Trilogy Related Correlations
STTGX Fund | USD 10.09 0.01 0.1% |
Correlations
0.51 | 0.89 | 0.6 | 0.92 | IBALX | ||
0.51 | 0.64 | 0.63 | 0.44 | IALAX | ||
0.89 | 0.64 | 0.49 | 0.86 | IAGAX | ||
0.6 | 0.63 | 0.49 | 0.43 | IDITX | ||
0.92 | 0.44 | 0.86 | 0.43 | IIVAX | ||
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Risk-Adjusted Indicators
There is a big difference between Stadion Mutual Fund performing well and Stadion Trilogy 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 Stadion Trilogy'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
IBALX | 0.43 | 0.03 | (0.06) | 0.35 | 0.42 | 0.86 | 2.47 | |||
IALAX | 1.36 | 0.16 | 0.01 | (0.11) | 1.70 | 2.87 | 8.03 | |||
IAGAX | 0.47 | 0.07 | (0.03) | (0.22) | 0.52 | 0.91 | 2.68 | |||
IDITX | 0.27 | (0.02) | 0.00 | (0.39) | 0.00 | 0.50 | 1.64 | |||
IIVAX | 0.60 | 0.09 | 0.02 | 1.82 | 0.76 | 1.16 | 3.89 |