Retirement Living Related Correlations
JLHEX Fund | USD 9.68 0.10 1.04% |
Correlations
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | VTTHX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FAQTX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CCFTX | ||
1.0 | 1.0 | 1.0 | 1.0 | 0.99 | FFTHX | ||
1.0 | 1.0 | 1.0 | 1.0 | 0.99 | FSNUX | ||
1.0 | 1.0 | 1.0 | 0.99 | 0.99 | FIHFX | ||
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Risk-Adjusted Indicators
There is a big difference between Retirement Mutual Fund performing well and Retirement Living 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 Retirement Living'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VTTHX | 0.39 | (0.02) | (0.09) | 0.05 | 0.40 | 0.80 | 2.20 | |||
FAQTX | 0.41 | (0.02) | (0.08) | 0.06 | 0.43 | 0.92 | 2.28 | |||
CCFTX | 0.41 | (0.03) | (0.08) | 0.05 | 0.43 | 0.90 | 2.26 | |||
FFTHX | 0.42 | (0.01) | (0.05) | 0.07 | 0.42 | 0.96 | 2.47 | |||
FSNUX | 0.42 | (0.01) | (0.05) | 0.07 | 0.41 | 0.96 | 2.47 | |||
FIHFX | 0.40 | (0.03) | (0.09) | 0.05 | 0.44 | 0.87 | 2.40 |