Comstock Capital Related Correlations
CPCRX Fund | USD 4.06 0.01 0.25% |
Correlations
0.89 | 0.31 | 0.92 | 0.89 | 0.76 | 0.06 | LIOTX | ||
0.89 | 0.46 | 0.96 | 0.97 | 0.85 | 0.1 | OPTCX | ||
0.31 | 0.46 | 0.35 | 0.54 | 0.6 | 0.41 | PRNHX | ||
0.92 | 0.96 | 0.35 | 0.92 | 0.8 | 0.06 | FIJFX | ||
0.89 | 0.97 | 0.54 | 0.92 | 0.84 | 0.09 | LMUSX | ||
0.76 | 0.85 | 0.6 | 0.8 | 0.84 | 0.34 | PRVBX | ||
0.06 | 0.1 | 0.41 | 0.06 | 0.09 | 0.34 | TMVAX | ||
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Risk-Adjusted Indicators
There is a big difference between Comstock Mutual Fund performing well and Comstock Capital 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 Comstock Capital'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
LIOTX | 0.76 | 0.01 | 0.00 | 0.10 | 0.83 | 1.42 | 3.93 | |||
OPTCX | 0.17 | 0.02 | (0.20) | 0.63 | 0.04 | 0.32 | 1.03 | |||
PRNHX | 0.87 | (0.11) | (0.06) | 0.01 | 1.11 | 1.61 | 4.51 | |||
FIJFX | 0.71 | 0.03 | 0.03 | 0.11 | 1.07 | 1.63 | 7.10 | |||
LMUSX | 0.60 | 0.09 | 0.00 | (1.82) | 0.67 | 1.25 | 4.93 | |||
PRVBX | 0.11 | (0.01) | (0.49) | 0.01 | 0.12 | 0.21 | 0.77 | |||
TMVAX | 0.88 | (0.11) | (0.06) | 0.01 | 1.14 | 2.11 | 7.00 |