Arrow Dwa Related Correlations
DWATX Fund | USD 10.21 0.01 0.1% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Arrow Mutual Fund performing well and Arrow Dwa 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 Arrow Dwa'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
MFTFX | 0.96 | 0.28 | 0.20 | 0.58 | 0.88 | 2.47 | 6.16 | |||
DWTNX | 0.55 | (0.02) | (0.04) | 0.03 | 0.60 | 1.07 | 3.05 | |||
FIJFX | 0.72 | 0.06 | 0.06 | 0.11 | 1.09 | 1.63 | 7.10 | |||
LGFEX | 0.49 | 0.02 | (0.04) | 0.29 | 0.64 | 1.02 | 2.87 | |||
ALEFX | 0.55 | 0.07 | 0.07 | 0.15 | 0.52 | 1.18 | 3.88 | |||
SAEXX | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.01 | |||
MRK | 0.64 | 0.04 | 0.04 | 0.10 | 0.66 | 1.18 | 6.92 | |||
TRV | 0.81 | 0.08 | 0.03 | 0.20 | 1.52 | 1.37 | 14.13 | |||
WMT | 0.63 | 0.12 | 0.12 | 0.46 | 0.47 | 1.46 | 4.93 |