American Funds Related Correlations
FEEFX Fund | USD 77.28 0.11 0.14% |
Correlations
0.98 | 0.97 | 0.99 | 0.96 | 0.96 | XNDPX | ||
0.98 | 1.0 | 0.99 | 0.91 | 0.93 | PNRCX | ||
0.97 | 1.0 | 0.99 | 0.91 | 0.93 | DLDCX | ||
0.99 | 0.99 | 0.99 | 0.94 | 0.95 | HNRGX | ||
0.96 | 0.91 | 0.91 | 0.94 | 0.98 | XEMOX | ||
0.96 | 0.93 | 0.93 | 0.95 | 0.98 | XFENX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between American Mutual Fund performing well and American Funds 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 American Funds' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
XNDPX | 0.65 | 0.30 | 0.22 | (1.28) | 0.44 | 1.33 | 4.98 | |||
PNRCX | 0.75 | 0.19 | 0.17 | 0.28 | 0.68 | 1.71 | 4.65 | |||
DLDCX | 0.74 | 0.15 | 0.14 | 0.25 | 0.71 | 1.75 | 4.57 | |||
HNRGX | 0.74 | 0.21 | 0.20 | 0.33 | 0.60 | 1.71 | 5.44 | |||
XEMOX | 0.83 | 0.25 | 0.13 | (10.56) | 0.88 | 2.00 | 6.95 | |||
XFENX | 0.55 | 0.08 | (0.02) | (0.38) | 0.77 | 1.33 | 3.86 |