Capital World Related Correlations
CWIAX Fund | USD 63.47 0.54 0.86% |
Correlations
0.85 | 0.87 | 0.97 | 0.9 | CIBFX | ||
0.85 | 0.98 | 0.87 | 0.93 | GFAFX | ||
0.87 | 0.98 | 0.93 | 0.94 | AFIFX | ||
0.97 | 0.87 | 0.93 | 0.91 | IFAFX | ||
0.9 | 0.93 | 0.94 | 0.91 | NWFFX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Capital Mutual Fund performing well and Capital World 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 Capital World'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CIBFX | 0.39 | (0.02) | (0.08) | 0.04 | 0.50 | 0.85 | 2.63 | |||
GFAFX | 0.78 | 0.02 | 0.04 | 0.09 | 0.75 | 1.61 | 4.46 | |||
AFIFX | 0.66 | 0.03 | 0.04 | 0.09 | 0.64 | 1.43 | 3.83 | |||
IFAFX | 0.38 | (0.02) | (0.06) | 0.04 | 0.51 | 0.77 | 2.48 | |||
NWFFX | 0.50 | 0.03 | 0.03 | 0.11 | 0.51 | 1.17 | 3.29 |