American Funds Related Correlations
CFNCX Fund | USD 75.53 0.62 0.81% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between American Mutual Fund performing well and American Funds 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 American Funds' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AMECX | 0.35 | (0.02) | (0.08) | 0.05 | 0.44 | 0.71 | 2.51 | |||
RNEBX | 0.45 | (0.01) | (0.05) | 0.06 | 0.53 | 0.99 | 3.28 | |||
AMFCX | 0.41 | 0.04 | (0.07) | 1.07 | 0.49 | 0.84 | 2.59 | |||
AMFFX | 0.41 | 0.04 | (0.07) | 1.26 | 0.49 | 0.85 | 2.60 | |||
RNCCX | 0.29 | (0.03) | (0.13) | 0.03 | 0.39 | 0.62 | 2.18 | |||
FPPPX | 0.15 | (0.03) | 0.00 | (0.17) | 0.00 | 0.22 | 0.96 | |||
AMEFX | 0.36 | (0.02) | (0.08) | 0.05 | 0.43 | 0.71 | 2.51 | |||
RNGGX | 0.70 | (0.02) | (0.02) | 0.06 | 0.79 | 1.30 | 4.74 | |||
RNGFX | 0.70 | (0.02) | (0.02) | 0.06 | 0.79 | 1.32 | 4.73 | |||
RNGHX | 0.71 | (0.02) | (0.02) | 0.06 | 0.79 | 1.32 | 4.76 |