Strategic Allocation Related Correlations
AAARX Fund | USD 7.77 0.01 0.13% |
Correlations
0.92 | 0.87 | 0.9 | 0.97 | 0.94 | FRCSX | ||
0.92 | 0.97 | 0.9 | 0.95 | 0.9 | OWSMX | ||
0.87 | 0.97 | 0.93 | 0.89 | 0.9 | ANTMX | ||
0.9 | 0.9 | 0.93 | 0.86 | 0.97 | DRSVX | ||
0.97 | 0.95 | 0.89 | 0.86 | 0.9 | GMSMX | ||
0.94 | 0.9 | 0.9 | 0.97 | 0.9 | HSCVX | ||
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Risk-Adjusted Indicators
There is a big difference between Strategic Mutual Fund performing well and Strategic Allocation 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 Strategic Allocation'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FRCSX | 0.78 | (0.07) | (0.02) | 0.04 | 1.12 | 1.75 | 5.28 | |||
OWSMX | 0.58 | (0.04) | (0.04) | 0.05 | 0.81 | 1.24 | 3.96 | |||
ANTMX | 0.59 | 0.00 | 0.01 | 0.09 | 0.63 | 1.25 | 3.52 | |||
DRSVX | 0.82 | (0.02) | 0.02 | 0.07 | 1.04 | 1.89 | 4.94 | |||
GMSMX | 0.87 | (0.06) | (0.02) | 0.04 | 1.11 | 1.70 | 5.95 | |||
HSCVX | 0.69 | (0.05) | (0.03) | 0.04 | 0.96 | 1.33 | 4.34 |