Delaware Mid Related Correlations
DLMCXDelisted Fund | USD 6.43 0.00 0.00% |
Correlations
0.98 | 0.64 | 0.95 | 0.94 | 0.99 | ROGSX | ||
0.98 | 0.67 | 0.97 | 0.95 | 0.98 | FIKHX | ||
0.64 | 0.67 | 0.67 | 0.7 | 0.68 | TOWTX | ||
0.95 | 0.97 | 0.67 | 0.98 | 0.98 | PGKCX | ||
0.94 | 0.95 | 0.7 | 0.98 | 0.98 | DRGTX | ||
0.99 | 0.98 | 0.68 | 0.98 | 0.98 | MTCCX | ||
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Risk-Adjusted Indicators
There is a big difference between Delaware Mutual Fund performing well and Delaware Mid 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 Delaware Mid'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ROGSX | 0.93 | 0.04 | 0.05 | 0.09 | 0.96 | 2.31 | 5.20 | |||
FIKHX | 1.07 | 0.01 | 0.03 | 0.07 | 1.15 | 2.15 | 6.54 | |||
TOWTX | 0.60 | (0.01) | (0.08) | 0.25 | 0.79 | 1.14 | 3.24 | |||
PGKCX | 1.32 | 0.05 | 0.05 | 0.10 | 1.48 | 2.34 | 10.24 | |||
DRGTX | 1.10 | 0.03 | 0.03 | 0.08 | 1.31 | 2.25 | 8.77 | |||
MTCCX | 1.03 | 0.04 | 0.05 | 0.09 | 1.05 | 2.32 | 6.34 |