Europacific Growth Related Correlations
RERAX Fund | USD 53.73 0.24 0.44% |
Correlations
0.22 | 0.23 | 0.71 | 0.19 | 0.73 | IMLXX | ||
0.22 | 0.76 | 0.69 | 0.68 | 0.6 | TTRBX | ||
0.23 | 0.76 | 0.72 | 0.95 | 0.53 | USCBX | ||
0.71 | 0.69 | 0.72 | 0.68 | 0.88 | ARTFX | ||
0.19 | 0.68 | 0.95 | 0.68 | 0.48 | AXBIX | ||
0.73 | 0.6 | 0.53 | 0.88 | 0.48 | PRVBX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Europacific Mutual Fund performing well and Europacific Growth 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 Europacific Growth'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
IMLXX | 0.03 | 0.00 | 0.00 | 0.22 | 0.00 | 0.00 | 1.01 | |||
TTRBX | 0.19 | (0.02) | 0.00 | 0.60 | 0.00 | 0.31 | 1.43 | |||
USCBX | 0.11 | (0.02) | 0.00 | (1.67) | 0.00 | 0.29 | 1.06 | |||
ARTFX | 0.16 | 0.00 | (0.29) | 0.02 | 0.17 | 0.34 | 1.23 | |||
AXBIX | 0.09 | (0.01) | 0.00 | (1.26) | 0.00 | 0.19 | 1.02 | |||
PRVBX | 0.11 | 0.00 | (0.45) | 0.02 | 0.13 | 0.21 | 0.77 |