Oil Equipment Related Correlations
OEPIX Fund | USD 115.33 3.35 2.99% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Oil Mutual Fund performing well and Oil Equipment 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 Oil Equipment'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VGELX | 0.62 | 0.15 | 0.13 | 0.33 | 0.59 | 1.45 | 6.90 | |||
VGENX | 0.62 | 0.15 | 0.13 | 0.33 | 0.59 | 1.47 | 6.85 | |||
VENAX | 0.70 | 0.22 | 0.23 | 0.40 | 0.49 | 1.53 | 4.32 | |||
FSENX | 0.74 | 0.24 | 0.25 | 0.43 | 0.46 | 1.72 | 4.92 | |||
FNRCX | 0.74 | 0.23 | 0.25 | 0.43 | 0.46 | 1.70 | 4.84 | |||
FANAX | 0.73 | 0.24 | 0.25 | 0.43 | 0.45 | 1.71 | 4.85 | |||
FAGNX | 0.74 | 0.24 | 0.25 | 0.43 | 0.46 | 1.72 | 4.84 | |||
IENIX | 0.66 | 0.21 | 0.21 | 0.42 | 0.38 | 1.65 | 3.77 |