Nuveen Santa Related Correlations
NUGCX Fund | USD 32.96 0.01 0.03% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Nuveen Mutual Fund performing well and Nuveen Santa 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 Santa'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FCWGX | 0.50 | 0.00 | (0.01) | 0.08 | 0.46 | 1.15 | 3.28 | |||
FWCGX | 0.50 | 0.00 | (0.01) | 0.08 | 0.46 | 1.13 | 3.30 | |||
CWGFX | 0.51 | 0.00 | (0.01) | 0.08 | 0.47 | 1.14 | 3.37 | |||
CWICX | 0.51 | (0.01) | (0.02) | 0.08 | 0.47 | 1.14 | 3.27 | |||
WGIFX | 0.51 | 0.00 | (0.01) | 0.08 | 0.47 | 1.14 | 3.43 |