American Mutual Related Correlations
CMLCX Fund | USD 52.58 0.53 1.02% |
Correlations
0.97 | 0.98 | 0.98 | 0.82 | RFNGX | ||
0.97 | 0.99 | 0.97 | 0.92 | RAFGX | ||
0.98 | 0.99 | 0.98 | 0.9 | RNPGX | ||
0.98 | 0.97 | 0.98 | 0.88 | RLBGX | ||
0.82 | 0.92 | 0.9 | 0.88 | RLLGX | ||
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Risk-Adjusted Indicators
There is a big difference between American Mutual Fund performing well and American Mutual 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 Mutual'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
RFNGX | 0.61 | 0.02 | 0.03 | 0.10 | 0.62 | 1.26 | 3.84 | |||
RAFGX | 0.71 | (0.03) | (0.02) | 0.05 | 0.78 | 1.42 | 4.15 | |||
RNPGX | 0.56 | (0.01) | (0.02) | 0.07 | 0.58 | 1.19 | 3.72 | |||
RLBGX | 0.40 | (0.02) | (0.07) | 0.05 | 0.43 | 0.93 | 2.37 | |||
RLLGX | 0.65 | (0.09) | (0.09) | 0.00 | 0.83 | 1.22 | 3.36 |