Strategic Allocation Related Correlations
ASMDX Fund | USD 6.40 0.01 0.16% |
Correlations
FBONX | FBAFX | ABALX | BALFX | RLBBX | CLBAX | CLBEX | ||
FBONX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FBONX | |
FBAFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FBAFX | |
ABALX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | ABALX | |
BALFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | BALFX | |
RLBBX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | RLBBX | |
CLBAX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CLBAX | |
CLBEX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CLBEX | |
FBONX | FBAFX | ABALX | BALFX | RLBBX | CLBAX | CLBEX |
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FBONX | 0.36 | 0.00 | (0.09) | 0.12 | 0.18 | 0.90 | 2.19 | |||
FBAFX | 0.36 | 0.00 | (0.08) | 0.12 | 0.18 | 0.90 | 2.19 | |||
ABALX | 0.37 | (0.01) | (0.09) | 0.12 | 0.20 | 0.93 | 2.19 | |||
BALFX | 0.37 | 0.00 | (0.08) | 0.12 | 0.20 | 0.93 | 2.19 | |||
RLBBX | 0.37 | (0.01) | (0.09) | 0.11 | 0.21 | 0.94 | 2.21 | |||
CLBAX | 0.37 | (0.01) | (0.08) | 0.12 | 0.20 | 0.94 | 2.19 | |||
CLBEX | 0.37 | (0.01) | (0.09) | 0.12 | 0.20 | 0.94 | 2.20 |