Angel Oak Related Correlations
ANFLX Fund | USD 7.77 0.01 0.13% |
Correlations
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VFSUX | 0.13 | (0.02) | (0.43) | (0.08) | 0.17 | 0.20 | 1.08 | |||
VFSIX | 0.13 | (0.02) | (0.43) | (0.08) | 0.17 | 0.20 | 1.08 | |||
VFSTX | 0.13 | (0.02) | (0.44) | (0.09) | 0.16 | 0.20 | 1.18 | |||
VBISX | 0.14 | (0.02) | 0.00 | (0.15) | 0.00 | 0.20 | 1.10 |