1919 Maryland Related Correlations
LMMCXDelisted Fund | USD 14.86 0.00 0.00% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between 1919 Mutual Fund performing well and 1919 Maryland 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 1919 Maryland'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GABSX | 0.72 | 0.08 | (0.02) | (0.55) | 0.98 | 1.48 | 4.62 | |||
FZABX | 0.54 | 0.00 | (0.01) | 0.08 | 0.59 | 1.45 | 3.36 | |||
DSCPX | 0.76 | (0.09) | (0.05) | 0.02 | 1.06 | 1.49 | 4.56 | |||
JDJRX | 0.37 | 0.16 | 0.19 | 1.19 | 0.00 | 0.88 | 2.29 | |||
DTICX | 0.11 | (0.02) | (0.46) | (0.09) | 0.13 | 0.26 | 1.03 | |||
MDSKX | 1.02 | (0.10) | (0.03) | 0.03 | 1.34 | 2.00 | 5.97 | |||
LIGFX | 0.29 | (0.01) | (0.14) | 0.06 | 0.27 | 0.66 | 1.69 | |||
SIGWX | 0.80 | (0.10) | (0.05) | 0.02 | 1.10 | 1.57 | 4.76 |