Emerging Markets Related Correlations
DFEVX Fund | USD 29.93 0.28 0.94% |
Correlations
0.98 | 0.89 | 0.99 | 0.08 | DISVX | ||
0.98 | 0.89 | 0.96 | 0.26 | DFISX | ||
0.89 | 0.89 | 0.91 | 0.1 | DEMSX | ||
0.99 | 0.96 | 0.91 | 0.03 | DFIVX | ||
0.08 | 0.26 | 0.1 | 0.03 | DFREX | ||
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Risk-Adjusted Indicators
There is a big difference between Emerging Mutual Fund performing well and Emerging Markets 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 Emerging Markets' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
DISVX | 0.50 | 0.02 | 0.01 | 0.10 | 0.60 | 1.06 | 2.91 | |||
DFISX | 0.50 | (0.03) | (0.05) | 0.05 | 0.61 | 1.02 | 3.02 | |||
DEMSX | 0.47 | 0.01 | (0.05) | 0.11 | 0.53 | 0.88 | 2.95 | |||
DFIVX | 0.47 | 0.05 | 0.05 | 0.14 | 0.44 | 1.08 | 2.75 | |||
DFREX | 0.86 | (0.20) | 0.00 | (0.08) | 0.00 | 1.35 | 6.62 |