Tax Managed Related Correlations

RTIUX Fund

USD 11.15 0.12 1.06%

Generate correlation matrix for Tax Managed and other related equities to check the degree to which Tax Managed International Equity 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 Tax Managed International Equity. To filter out specific equities, please toggle its corresponding legend item. Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Tax Managed International Equity. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in employment.

Specify up to 10 symbols:

Please note, there is a significant difference between Tax Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Tax Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tax Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	FEMDX	TEOJX	DBELX	POEIX	EMSLX	EPASX
FEMDX		0.94	0.03	0.87	0.82	0.89	FEMDX
TEOJX	0.94		0.04	0.92	0.9	0.92	TEOJX
DBELX	0.03	0.04		0.02	0.24	0.23	DBELX
POEIX	0.87	0.92	0.02		0.95	0.93	POEIX
EMSLX	0.82	0.9	0.24	0.95		0.95	EMSLX
EPASX	0.89	0.92	0.23	0.93	0.95		EPASX
	FEMDX	TEOJX	DBELX	POEIX	EMSLX	EPASX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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	(0.20)	0.36	(0.37)	1.17
TEOJX	0.64	0.02	(0.02)	0.14	0.90	(0.62)	1.14	(1.53)	4.18
DBELX	0.37	(0.10)	0.00	(0.19)	0.00	0.00	0.48	(1.03)	3.31
POEIX	0.62	0.05	0.05	0.11	0.69	(0.66)	1.13	(1.28)	4.04
EMSLX	0.69	(0.02)	(0.03)	0.02	1.03	(0.63)	1.27	(1.74)	3.64
EPASX	0.53	(0.04)	(0.06)	(0.01)	0.75	(0.55)	0.95	(1.47)	3.37

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC

Tax Managed Related Correlations

Specify up to 10 symbols:

Correlations

Risk-Adjusted Indicators

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY