Diversified Bond Related Correlations
CDBCX Fund | USD 8.91 0.02 0.22% |
Correlations
1.0 | 1.0 | 1.0 | 0.99 | 1.0 | VBMFX | ||
1.0 | 1.0 | 1.0 | 0.99 | 1.0 | VTBIX | ||
1.0 | 1.0 | 0.99 | 0.99 | 1.0 | VTBNX | ||
1.0 | 1.0 | 0.99 | 1.0 | 1.0 | BFAFX | ||
0.99 | 0.99 | 0.99 | 1.0 | 1.0 | BFACX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FFBOX | ||
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Risk-Adjusted Indicators
There is a big difference between Diversified Mutual Fund performing well and Diversified Bond 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 Diversified Bond'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VBMFX | 0.29 | (0.05) | 0.00 | (0.14) | 0.00 | 0.52 | 1.90 | |||
VTBIX | 0.29 | (0.06) | 0.00 | (0.13) | 0.00 | 0.44 | 1.81 | |||
VTBNX | 0.29 | (0.05) | 0.00 | (0.14) | 0.00 | 0.44 | 1.81 | |||
BFAFX | 0.31 | (0.06) | 0.00 | (0.14) | 0.00 | 0.46 | 2.05 | |||
BFACX | 0.31 | (0.06) | 0.00 | (0.15) | 0.00 | 0.46 | 2.05 | |||
FFBOX | 0.32 | (0.06) | 0.00 | (0.13) | 0.00 | 0.46 | 2.14 |