Kopernik Global Related Correlations
KGGIX Fund | USD 11.79 0.02 0.17% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Kopernik Mutual Fund performing well and Kopernik 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 Kopernik 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PATFX | 0.16 | 0.02 | (0.21) | (0.38) | 0.17 | 0.37 | 1.38 | |||
CFNLX | 0.10 | (0.02) | 0.00 | 1.64 | 0.00 | 0.27 | 0.86 | |||
TIMTX | 0.12 | (0.01) | (0.37) | 3.99 | 0.17 | 0.28 | 1.31 | |||
FHYVX | 0.18 | 0.01 | (0.22) | 0.45 | 0.19 | 0.46 | 1.71 | |||
TUGXX | 0.06 | 0.00 | 0.00 | 0.40 | 0.00 | 0.00 | 2.01 | |||
PRFHX | 0.16 | 0.01 | (0.22) | 0.13 | 0.13 | 0.46 | 1.39 | |||
ABIMX | 0.18 | (0.02) | 0.00 | 1.10 | 0.00 | 0.41 | 1.55 |