KSM Mutual Related Correlations

Generate correlation matrix for KSM Mutual and other related equities to check the degree to which KSM Mutual Funds price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for KSM Mutual Funds. To filter out specific equities, please toggle its corresponding legend item. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census.
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Correlations

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KSM Mutual Competition Risk-Adjusted Indicators

There is a big difference between KSM Etf performing well and KSM Mutual ETF 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 KSM Mutual'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
META  1.68  0.66  0.28 (0.73) 1.13 
 3.34 
 24.74 
MSFT  0.88  0.06  0.05  0.18  0.90 
 2.11 
 5.31 
UBER  1.60  0.13  0.15  0.19  1.41 
 2.83 
 18.39 
F  1.48 (0.12) 0.01  0.07  1.61 
 4.07 
 9.61 
T  0.98  0.07 (0.01) 0.31  1.16 
 2.20 
 6.58 
A  1.10 (0.10)(0.02) 0.06  1.43 
 2.27 
 5.92 
CRM  1.16  0.02  0.04  0.14  1.29 
 2.85 
 8.93 
JPM  0.66  0.17  0.20  0.33  0.30 
 1.73 
 3.96 
MRK  0.70  0.24  0.29  0.46  0.00 
 1.95 
 6.92 
XOM  0.87  0.13  0.07  0.35  0.79 
 2.04 
 4.66