Angel Oak Related Correlations
ANFIX Fund | USD 7.76 0.01 0.13% |
Correlations
USG | ANGCX | ANFLX | ANGLX | ANGIX | DSL | AOUNX | AOUIX | ||
USG | 0.7 | 0.75 | 0.71 | 0.69 | 0.49 | 0.6 | 0.59 | USG | |
ANGCX | 0.7 | 0.89 | 0.99 | 1.0 | 0.85 | 0.87 | 0.86 | ANGCX | |
ANFLX | 0.75 | 0.89 | 0.91 | 0.91 | 0.9 | 0.95 | 0.95 | ANFLX | |
ANGLX | 0.71 | 0.99 | 0.91 | 0.99 | 0.88 | 0.89 | 0.88 | ANGLX | |
ANGIX | 0.69 | 1.0 | 0.91 | 0.99 | 0.89 | 0.9 | 0.9 | ANGIX | |
DSL | 0.49 | 0.85 | 0.9 | 0.88 | 0.89 | 0.94 | 0.94 | DSL | |
AOUNX | 0.6 | 0.87 | 0.95 | 0.89 | 0.9 | 0.94 | 1.0 | AOUNX | |
AOUIX | 0.59 | 0.86 | 0.95 | 0.88 | 0.9 | 0.94 | 1.0 | AOUIX | |
USG | ANGCX | ANFLX | ANGLX | ANGIX | DSL | AOUNX | AOUIX |
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Risk-Adjusted Indicators
There is a big difference between Angel Mutual Fund performing well and Angel Oak 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 Angel Oak'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
USG | 0.41 | 0.08 | (0.11) | (0.52) | 0.46 | 0.86 | 2.38 | |||
ANGCX | 0.17 | 0.01 | (0.43) | 0.21 | 0.08 | 0.36 | 1.44 | |||
ANFLX | 0.14 | 0.04 | (0.44) | 1.62 | 0.00 | 0.27 | 0.92 | |||
ANGLX | 0.17 | 0.01 | (0.40) | 0.27 | 0.04 | 0.35 | 1.54 | |||
ANGIX | 0.18 | 0.01 | (0.40) | 0.28 | 0.05 | 0.36 | 1.55 | |||
DSL | 0.60 | 0.07 | 0.00 | 0.29 | 0.46 | 1.34 | 3.11 | |||
AOUNX | 0.07 | 0.02 | (0.92) | 0.57 | 0.00 | 0.10 | 0.83 | |||
AOUIX | 0.07 | 0.02 | (0.89) | 0.44 | 0.00 | 0.10 | 0.73 |