Capital World Related Correlations
WGIFX Fund | USD 62.33 0.15 0.24% |
Correlations
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FWCGX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWGIX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWGCX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | RWIFX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWICX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | RWIAX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWIAX | ||
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Risk-Adjusted Indicators
There is a big difference between Capital Mutual Fund performing well and Capital World 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 Capital World'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FWCGX | 0.51 | 0.02 | 0.02 | 0.07 | 0.50 | 1.01 | 3.30 | |||
CWGIX | 0.52 | 0.02 | 0.02 | 0.06 | 0.51 | 1.03 | 3.40 | |||
CWGCX | 0.51 | 0.01 | 0.02 | 0.06 | 0.51 | 1.02 | 3.27 | |||
RWIFX | 0.52 | 0.02 | 0.02 | 0.07 | 0.51 | 1.01 | 3.44 | |||
CWICX | 0.51 | 0.01 | 0.02 | 0.06 | 0.51 | 1.03 | 3.27 | |||
RWIAX | 0.51 | 0.01 | 0.02 | 0.06 | 0.51 | 1.02 | 3.30 | |||
CWIAX | 0.52 | 0.02 | 0.02 | 0.06 | 0.51 | 1.03 | 3.38 |