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American Funds Related Correlations

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RERAX -- USA Fund  

USD 53.36  0.07  0.13%

Generate correlation matrix for American Funds and other related equities to check the degree to which . American Funds EuroPacific Gr price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for American Funds EuroPacific Gr. To filter out specific equities, please toggle its corresponding legend item. Additionally take a look at Your Equity Center.

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Correlations

Correlation Matchups

High positive correlations

Insignificant Correlation

Not Found

High negative correlations

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 0.51  0.10  0.02  2.63  0.65  0.0293 (0.55)  1.32 (1.47)  4.03 
 0.47  0.06 (0.01)  0.89  0.55 (0.0104) (0.50)  0.95 (1.28)  4.60 
 0.72 (0.09)  0.00  0.49  0.00 (0.14)  0.00  1.05 (1.32)  9.45 
 0.44  0.11  0.02 (1.44)  0.47  0.0395 (0.58)  0.93 (1.31)  2.86 
 0.46  0.10  0.03  6.14  0.52  0.0375 (0.54)  1.05 (0.98)  3.17 
 0.52  0.11  0.02 (0.72)  0.72  0.0257 (0.56)  0.83 (1.41)  5.59 
 0.99  0.17  0.04 (0.89)  1.38  0.0407 (1.05)  1.91 (1.73)  12.41 
 0.85  0.14  0.04  1.39  1.31  0.0433 (0.92)  1.70 (1.60)  12.48 
 0.52  0.07  0.00  5.02  0.67 (0.0046) (0.55)  1.11 (1.28)  3.52 
 0.91  0.06 (0.01) (1.10)  1.78 (0.0096) (0.95)  1.45 (1.68)  14.25