American Funds Related Correlations
RFNGX Fund | USD 76.26 0.27 0.35% |
Correlations
0.59 | 0.85 | 0.74 | 0.85 | 0.86 | 0.44 | ANAGX | ||
0.59 | 0.46 | 0.67 | 0.38 | 0.61 | 0.76 | PATFX | ||
0.85 | 0.46 | 0.53 | 0.98 | 0.93 | 0.6 | ANBIX | ||
0.74 | 0.67 | 0.53 | 0.53 | 0.58 | 0.39 | USCBX | ||
0.85 | 0.38 | 0.98 | 0.53 | 0.9 | 0.49 | ABNCX | ||
0.86 | 0.61 | 0.93 | 0.58 | 0.9 | 0.68 | MSTBX | ||
0.44 | 0.76 | 0.6 | 0.39 | 0.49 | 0.68 | LWPXX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between American Mutual Fund performing well and American Funds 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 American Funds' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ANAGX | 0.24 | (0.03) | 0.00 | (0.14) | 0.00 | 0.44 | 1.46 | |||
PATFX | 0.17 | 0.00 | (0.18) | 0.10 | 0.23 | 0.37 | 1.38 | |||
ANBIX | 0.19 | (0.02) | 0.00 | (0.11) | 0.00 | 0.30 | 1.27 | |||
USCBX | 0.11 | (0.02) | 0.00 | (3.14) | 0.00 | 0.29 | 1.06 | |||
ABNCX | 0.19 | (0.02) | 0.00 | (0.14) | 0.00 | 0.30 | 1.20 | |||
MSTBX | 0.12 | (0.02) | (0.32) | (0.11) | 0.15 | 0.21 | 0.83 | |||
LWPXX | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.01 |