Floating Rate Related Correlations
LFRIX Fund | USD 8.18 0.01 0.12% |
Correlations
0.98 | 0.97 | 0.97 | 0.97 | 0.98 | 0.98 | OOSIX | ||
0.98 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | LFRIX | ||
0.97 | 1.0 | 1.0 | 1.0 | 0.98 | 0.99 | LARCX | ||
0.97 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | LFRFX | ||
0.97 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | LRRRX | ||
0.98 | 0.99 | 0.98 | 0.99 | 0.99 | 1.0 | LRRTX | ||
0.98 | 0.99 | 0.99 | 0.99 | 0.99 | 1.0 | LRRVX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
OOSIX | 0.10 | 0.01 | (0.31) | 0.30 | 0.00 | 0.31 | 1.22 | |||
LFRIX | 0.08 | 0.03 | 0.00 | (12.84) | 0.00 | 0.12 | 0.87 | |||
LARCX | 0.07 | 0.03 | 0.00 | 5.98 | 0.00 | 0.12 | 0.98 | |||
LFRFX | 0.08 | 0.03 | 0.00 | 26.89 | 0.00 | 0.12 | 0.87 | |||
LRRRX | 0.08 | 0.03 | 0.00 | 18.45 | 0.00 | 0.13 | 0.86 | |||
LRRTX | 0.09 | 0.03 | (0.42) | 0.93 | 0.00 | 0.13 | 0.88 | |||
LRRVX | 0.08 | 0.03 | 0.00 | 0.82 | 0.00 | 0.12 | 0.87 |