Templeton China Related Correlations
FCWRX Fund | USD 7.30 0.07 0.97% |
Correlations
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Templeton Mutual Fund performing well and Templeton China 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 Templeton China'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FCHKX | 0.81 | 0.06 | 0.06 | 0.15 | 0.87 | 1.73 | 5.67 | |||
FHKAX | 0.80 | 0.07 | 0.06 | 0.16 | 0.83 | 1.72 | 5.66 | |||
FHKIX | 0.81 | 0.07 | 0.06 | 0.16 | 0.83 | 1.73 | 5.66 | |||
FIQFX | 0.81 | 0.07 | 0.06 | 0.16 | 0.84 | 1.73 | 5.67 | |||
TACWX | 1.08 | 0.08 | 0.04 | 0.20 | 1.14 | 2.15 | 7.72 |