Floating Rate Related Correlations
LFRAX Fund | USD 8.16 0.01 0.12% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Floating Mutual Fund performing well and Floating Rate 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 Floating Rate'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ELMFX | 0.57 | 0.07 | 0.01 | 0.66 | 0.61 | 1.31 | 3.80 | |||
ELMCX | 0.56 | 0.03 | 0.02 | 0.11 | 0.56 | 1.32 | 3.89 | |||
LFSFX | 0.86 | (0.09) | (0.04) | 0.02 | 1.20 | 1.74 | 5.45 | |||
LFVAX | 0.86 | (0.09) | (0.04) | 0.01 | 1.20 | 1.76 | 5.46 | |||
LFVCX | 0.86 | (0.09) | (0.05) | 0.01 | 1.21 | 1.77 | 5.46 |