Amana Developing Related Correlations
AMDWX Fund | USD 12.42 0.12 0.98% |
Correlations
0.94 | 0.78 | 0.97 | 0.98 | AMANX | ||
0.94 | 0.76 | 0.96 | 0.95 | AMAGX | ||
0.78 | 0.76 | 0.78 | 0.76 | AMAPX | ||
0.97 | 0.96 | 0.78 | 0.94 | ADJEX | ||
0.98 | 0.95 | 0.76 | 0.94 | IMANX | ||
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Risk-Adjusted Indicators
There is a big difference between Amana Mutual Fund performing well and Amana Developing 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 Amana Developing'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AMANX | 0.53 | (0.02) | (0.03) | 0.06 | 0.60 | 1.10 | 3.17 | |||
AMAGX | 0.75 | (0.03) | (0.03) | 0.05 | 0.83 | 1.71 | 4.29 | |||
AMAPX | 0.09 | (0.02) | (0.45) | (0.13) | 0.11 | 0.21 | 0.83 | |||
ADJEX | 0.85 | (0.07) | (0.04) | 0.03 | 1.05 | 1.55 | 4.03 | |||
IMANX | 0.75 | 0.02 | 0.03 | 0.09 | 0.77 | 1.55 | 4.19 |