Templeton Global Related Correlations
FGBRX Fund | USD 7.02 0.04 0.57% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Templeton Mutual Fund performing well and Templeton Global 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 Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FCWBX | 0.28 | (0.06) | 0.00 | (0.12) | 0.00 | 0.44 | 1.86 | |||
RCWBX | 0.28 | (0.07) | 0.00 | (0.13) | 0.00 | 0.44 | 1.76 | |||
RCWEX | 0.27 | (0.06) | 0.00 | (0.13) | 0.00 | 0.44 | 1.80 | |||
CCWEX | 0.28 | (0.06) | 0.00 | (0.13) | 0.00 | 0.44 | 1.74 | |||
RCWCX | 0.27 | (0.06) | 0.00 | (0.13) | 0.00 | 0.44 | 1.74 |