Causeway Emerging Related Correlations
CEMVX Fund | USD 10.53 0.13 1.22% |
Correlations
0.96 | 0.96 | 0.97 | 0.97 | 0.88 | 0.89 | CVISX | ||
0.96 | 1.0 | 0.98 | 0.98 | 0.95 | 0.95 | CGVVX | ||
0.96 | 1.0 | 0.98 | 0.97 | 0.95 | 0.95 | CGVIX | ||
0.97 | 0.98 | 0.98 | 1.0 | 0.96 | 0.96 | CIOIX | ||
0.97 | 0.98 | 0.97 | 1.0 | 0.96 | 0.96 | CIOVX | ||
0.88 | 0.95 | 0.95 | 0.96 | 0.96 | 1.0 | CIVVX | ||
0.89 | 0.95 | 0.95 | 0.96 | 0.96 | 1.0 | CIVIX | ||
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Risk-Adjusted Indicators
There is a big difference between Causeway Mutual Fund performing well and Causeway Emerging 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 Causeway Emerging'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CVISX | 0.54 | 0.02 | 0.01 | 0.08 | 0.58 | 1.07 | 2.83 | |||
CGVVX | 0.51 | (0.01) | (0.01) | 0.05 | 0.83 | 0.97 | 3.13 | |||
CGVIX | 0.52 | (0.01) | (0.01) | 0.05 | 0.83 | 0.97 | 3.04 | |||
CIOIX | 0.48 | 0.00 | (0.02) | 0.06 | 0.53 | 0.98 | 2.92 | |||
CIOVX | 0.48 | 0.00 | (0.02) | 0.06 | 0.52 | 0.98 | 2.88 | |||
CIVVX | 0.49 | (0.03) | (0.07) | 0.02 | 0.61 | 0.96 | 2.76 | |||
CIVIX | 0.47 | (0.03) | (0.06) | 0.02 | 0.59 | 0.89 | 2.79 |