Kinetics Global Related Correlations
WWWEX Fund | USD 11.59 0.17 1.45% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Kinetics Mutual Fund performing well and Kinetics Global 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 Kinetics Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
WWNPX | 0.89 | 0.14 | 0.11 | 0.23 | 0.96 | 2.07 | 5.91 | |||
WWWFX | 1.52 | 0.28 | 0.16 | 0.34 | 1.53 | 3.10 | 9.50 | |||
KMKCX | 0.97 | 0.19 | 0.14 | 0.30 | 1.07 | 1.80 | 6.99 | |||
KMKNX | 0.97 | 0.19 | 0.14 | 0.31 | 1.06 | 1.80 | 6.98 | |||
KMKYX | 0.97 | 0.19 | 0.14 | 0.31 | 1.06 | 1.79 | 6.96 | |||
LSHUX | 0.87 | 0.12 | 0.09 | 0.24 | 0.97 | 1.81 | 4.99 | |||
LSHCX | 0.87 | 0.12 | 0.08 | 0.23 | 0.98 | 1.78 | 4.98 | |||
KSCOX | 0.73 | 0.09 | 0.07 | 0.19 | 0.79 | 1.66 | 4.45 |