Tax Managed Related Correlations
RTIUX Fund | USD 11.15 0.12 1.06% |
Correlations
0.94 | 0.03 | 0.87 | 0.82 | 0.89 | FEMDX | ||
0.94 | 0.04 | 0.92 | 0.9 | 0.92 | TEOJX | ||
0.03 | 0.04 | 0.02 | 0.24 | 0.23 | DBELX | ||
0.87 | 0.92 | 0.02 | 0.95 | 0.93 | POEIX | ||
0.82 | 0.9 | 0.24 | 0.95 | 0.95 | EMSLX | ||
0.89 | 0.92 | 0.23 | 0.93 | 0.95 | EPASX | ||
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Risk-Adjusted Indicators
There is a big difference between Tax Mutual Fund performing well and Tax Managed 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 Tax Managed'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FEMDX | 0.18 | 0.02 | (0.04) | 0.16 | 0.13 | 0.36 | 1.17 | |||
TEOJX | 0.64 | 0.02 | (0.02) | 0.14 | 0.90 | 1.14 | 4.18 | |||
DBELX | 0.37 | (0.10) | 0.00 | (0.19) | 0.00 | 0.48 | 3.31 | |||
POEIX | 0.62 | 0.05 | 0.05 | 0.11 | 0.69 | 1.13 | 4.04 | |||
EMSLX | 0.69 | (0.02) | (0.03) | 0.02 | 1.03 | 1.27 | 3.64 | |||
EPASX | 0.53 | (0.04) | (0.06) | (0.01) | 0.75 | 0.95 | 3.37 |