Europacific Growth Related Correlations
RERCX Fund | USD 57.29 0.22 0.39% |
Correlations
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AEPFX | 0.51 | 0.03 | 0.04 | 0.10 | 0.42 | 1.37 | 3.18 | |||
CEUAX | 0.51 | 0.03 | 0.03 | 0.10 | 0.43 | 1.37 | 3.21 | |||
CEUCX | 0.51 | 0.02 | 0.03 | 0.10 | 0.43 | 1.37 | 3.21 | |||
RERCX | 0.51 | 0.03 | 0.03 | 0.10 | 0.43 | 1.37 | 3.20 | |||
REREX | 0.51 | 0.03 | 0.03 | 0.10 | 0.44 | 1.37 | 3.20 | |||
RERGX | 0.51 | 0.03 | 0.04 | 0.10 | 0.42 | 1.37 | 3.19 | |||
CEUFX | 0.51 | 0.03 | 0.03 | 0.10 | 0.43 | 1.36 | 3.21 | |||
CEUEX | 0.51 | 0.03 | 0.03 | 0.10 | 0.44 | 1.37 | 3.20 | |||
RERAX | 0.51 | 0.02 | 0.03 | 0.10 | 0.43 | 1.36 | 3.19 |