Income Fund Related Correlations
AMECX Fund | USD 23.35 0.01 0.04% |
Correlations
0.92 | 0.94 | 0.88 | 0.85 | CAIBX | ||
0.92 | 0.99 | 0.99 | 0.98 | CWGIX | ||
0.94 | 0.99 | 0.99 | 0.98 | ABALX | ||
0.88 | 0.99 | 0.99 | 0.99 | ANCFX | ||
0.85 | 0.98 | 0.98 | 0.99 | AGTHX | ||
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Risk-Adjusted Indicators
There is a big difference between Income Mutual Fund performing well and Income Fund 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 Income Fund'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CAIBX | 0.38 | (0.05) | 0.00 | (0.02) | 0.00 | 0.76 | 2.63 | |||
CWGIX | 0.52 | 0.02 | 0.02 | 0.06 | 0.51 | 1.03 | 3.40 | |||
ABALX | 0.40 | 0.00 | (0.02) | 0.04 | 0.44 | 0.93 | 2.28 | |||
ANCFX | 0.61 | 0.05 | 0.07 | 0.10 | 0.61 | 1.26 | 3.83 | |||
AGTHX | 0.73 | 0.06 | 0.08 | 0.10 | 0.68 | 1.50 | 4.29 |