Nuveen New Related Correlations
NJCCX Fund | USD 10.40 0.01 0.1% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Nuveen Mutual Fund performing well and Nuveen New 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 Nuveen New'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
EMGRX | 0.89 | (0.04) | 0.00 | 0.05 | 1.12 | 1.86 | 5.17 | |||
FREAX | 0.83 | (0.19) | 0.00 | (0.06) | 0.00 | 1.26 | 6.95 | |||
FREGX | 0.84 | (0.19) | 0.00 | (0.06) | 0.00 | 1.30 | 7.01 | |||
NPSAX | 0.17 | 0.00 | (0.25) | 0.07 | 0.18 | 0.33 | 1.05 | |||
NPSFX | 0.15 | 0.00 | (0.27) | 0.09 | 0.14 | 0.27 | 0.93 | |||
NPSCX | 0.16 | 0.00 | (0.26) | 0.09 | 0.13 | 0.27 | 1.12 | |||
NPSRX | 0.17 | 0.00 | (0.23) | 0.07 | 0.19 | 0.33 | 1.25 | |||
FRKSX | 0.13 | (0.02) | 0.00 | 9.46 | 0.00 | 0.30 | 0.99 | |||
FRMPX | 0.96 | (0.07) | (0.02) | 0.03 | 1.19 | 1.81 | 4.77 | |||
FRLCX | 0.83 | (0.19) | 0.00 | (0.07) | 0.00 | 1.26 | 6.76 |