Colorado Bondshares Related Correlations
HICOX Fund | USD 8.75 0.01 0.11% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Colorado Mutual Fund performing well and Colorado Bondshares 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 Colorado Bondshares' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AFRAX | 0.08 | 0.01 | (0.37) | 0.30 | 0.00 | 0.30 | 1.04 | |||
TMAFX | 0.45 | (0.02) | (0.05) | 0.06 | 0.51 | 0.83 | 2.44 | |||
KTCSX | 1.07 | 0.01 | 0.03 | 0.09 | 1.14 | 2.26 | 7.24 | |||
ITRAX | 0.35 | (0.01) | (0.09) | 0.06 | 0.36 | 0.72 | 2.04 | |||
JRAAX | 0.82 | 0.01 | 0.02 | 0.09 | 0.81 | 1.68 | 5.61 | |||
VGPMX | 0.58 | 0.05 | 0.06 | 0.14 | 0.53 | 1.20 | 3.09 | |||
GAB | 0.65 | 0.03 | 0.02 | 0.11 | 0.81 | 1.54 | 4.16 | |||
NKX | 0.45 | 0.06 | 0.02 | 0.25 | 0.46 | 0.90 | 2.96 | |||
SSAQX | 0.61 | 0.01 | 0.02 | 0.09 | 0.58 | 1.28 | 3.84 |