Oshaughnessy Market Related Correlations
OFVIX Fund | USD 19.20 0.12 0.63% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Oshaughnessy Mutual Fund performing well and Oshaughnessy Market 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 Oshaughnessy Market'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
OFVIX | 0.53 | 0.11 | 0.05 | 9.65 | 0.48 | 1.19 | 3.39 | |||
SGRAX | 0.91 | 0.06 | (0.01) | 0.60 | 0.89 | 1.97 | 5.86 | |||
VTSAX | 0.61 | 0.07 | (0.02) | (1.87) | 0.65 | 1.26 | 3.49 | |||
LIWIX | 0.53 | 0.06 | (0.03) | 2.41 | 0.64 | 1.12 | 3.10 | |||
RNGBX | 0.71 | (0.03) | (0.02) | 0.05 | 0.78 | 1.63 | 4.74 | |||
USA | 0.59 | 0.02 | 0.02 | 0.10 | 0.65 | 1.42 | 3.61 | |||
MEIAX | 0.41 | 0.01 | (0.01) | 0.09 | 0.44 | 0.95 | 2.98 | |||
HOSIX | 0.09 | 0.04 | 0.00 | (2.10) | 0.00 | 0.20 | 1.24 | |||
VWENX | 0.40 | (0.02) | (0.08) | 0.05 | 0.43 | 0.81 | 2.31 | |||
VMVAX | 0.55 | (0.01) | 0.00 | 0.07 | 0.74 | 1.27 | 3.48 |